Please check the routing mode and confirm it is set to Normal and not Pre/Post or Wet/Dry.
Yes, you should be using kill dry with an aux send setup. If the mix of a preset is turned down to zero, or the pedal is bypassed, there will be no signal if Kill Dry is enabled.
You mentioned this only happens with certain presets, so perhaps you are loading a preset that is bypassed or has the mix level set to 0?
Bypass Mode should not make a difference if you are not intentionally bypassing/activating the stompbox.
