You are almost there! So the DLX actually has two sends, but it's just packed into one 1/4" jack....same goes for the hx stomp. If you plug a regular patch cable (TS 1/4") into either of those send jacks, it will function as a Mono send. If you plug an insert cable, like the one included with the dlx, you'll plug the TRS 1/4" plug side into the send of the DLX and that will split into two 1/4" TS plugs, which go into the discrete left and right returns of the hx stomp.
Since your hx stomp has a Stereo TRS send jack and the DLX has a Stereo TRS input jack, you could use a plain TRS patch cable (rather than your standard TS patch cable) to connect from hx stomp send to the input of the DLX. This connection is what should allow running stereo in to the front end as well as the effects loop.
Re: Parallel mode and stereo effects loop on the DLX... you can get stereo effects loop return (i.e. Ping pong delays, etc,) but unless you're connecting the effects send of the DLX with an insert cable (one 1/4" TRS->two 1/4" TS,) it will actually disable parallel mode bc it requires discrete R and L sends AND returns. It still sounds awesome, but it's even awesomer in parallel mode believe it or not. That's actually what made me opt for putting the hx effects back on my board rather than my TC Electronic Plethora x5 that I had been running, as it only has a single Mono send and return. Check out the manual on the DLX... It does a good job explaining how to set the switches and whatnot for parallel mode.
So here's what you need to do in a nutshell :
DLX FX send -> 1/4"TRS end of insert/Y cable, which splits into two 1/4"TS plugs.
One plug->HX Stomp return 1
2nd plug->HX Stomp return 2
HX Stomp send->1/4"TRS patch cable ->DLX Input