I have almost sorted out what is going on with Helix input and output levels by my and my friends research. The professional standard for line level audio signals is +4dBu.
If we assume 15dB headroom to full scale digital level (0dBFS) is the standard Line 6 has adopted then Helix has three level settings:
Line level: +19dBu full scale (+4dBu reference with 15dB of headroom)
Instrument level: +11dBu full scale (-4dBu reference)
Mic level: +8dBu (-7dBu reference)
The pad on instrument input labeled "Guitar In" is 5dB so padded input is +16dBu full scale.
Hx FL/RA "Aux In" is just another line level input.
The Volume Kob is a digital attenuator assigned before chosen DA converter(s).
Now let's see what is happening when we interface Helix with Yamaha MG06 mixer by XLR cable:
Let's input -4dBu sinus signal to Guitar Input.
It will appear at Hx XLR outputs set to mic level as -7dBu.
MG06 mic preamp gain range is 20-64dB. At minimal gain position we get +13dBu. Getting unity gain is not possible without engaging mixer 26dB pad.
Using DI box is better because they usually attenuate an amplitude by 18-20dB (plus some padding).
-4dBu input signal appears at Helix XLR or TRS outputs set to line at +4dBu. After DI box -14dBu. At min mic pre gain we are near the unity.
What I don't know is if Hx FL/RA mic input is set to the same mic level standard (0dB gain=-7dBu reference with 15dB of headroom=+8dB full scale). I would appeciate if somebody could confirm that.
Thank you for your attention and research cooperation. :)
Yamaha MG06 manual http://shopwl.com/content/MG06 Mixing Console - Manual.pdf