This is my setup on HX Effects that finally works! It has only one small change: On HX Effects, use EXP 2 instead of EXP 1 (╯°□°)╯︵ ┻━┻
Cable: a regular 1/4 TS cable
Dunlop DVP4 Volume (X) Mini:
Set internal DIP switches to EXP and RING
Plug the cable into the AUX input jack
HX Effects (firmware 3.50.0):
Plug the cable into the EXP 2 input jack
In the Global Setting change EXP 2 Polarity to Invert