Thanks guys
Yes, I checked all of the above, and it seems normal.
I tried two ways of connecting: Using a clean preset with nothing on it to the Focusrite with the gain all the way to 0. Then I checked with a plugin how much signal I am getting and it was around -30dBs-
Then, I also tried the method described in the HX manual. I plugged the USB from the Stomp and use inputs 5 and 6 (which are directly connected to the input in the stomp, according to the manual) and I got the same signal.
I finally did this
And they are.
Something "funny" is that the other day I tried some presets in a full Helix. What I see is that the metering matched what I experienced. What is more, the compressors didn't seem to react (or at least in the metering) unless I set a Gain block before it. Or, the ones with Threshold, I had to set the Threshold (of the Deluxe Comp) at -47dB. I talked to some bass players friends and it seems something common, so everything is "normal".