The answer to this question is in the manual that came with your Trio+. The complete connection diagram is contained within the documentation. I have the TRIO and it works really well.
Dennis has described the best method of use in that you would want to use a second amplifier, or other component, for the 'band'. When the outputs are used correctly the AMP OUT carries the guitar signal and the MIXER OUT carries the drum/bass signal. Otherwise you get everything through one cable and it's a mess. What I don't know is which output carries the LOOPER signal.... I'm going to assume AMP OUT. Dennis is also spot on about the pedals and effects. You want to ensure you are enhancing the guitar signal before sending it to the amp. As you can understand, if you apply effects at the amp, and you only have one amplifier, the signal (guitar / bass / drums / loop) will all have that effects.
If you are having problems with the TRIO or having sound / connection issues, I recommend you contact either the retailer of the TRIO, DigiTech directly, or someone with more experience with the device. In all fairness, this is not really a Marshall problem and Marshall Support would likely refer you to the pedal manufacturer.
The thing I notice with them is you have to do one of 2 things. Plug it into a clean amp setting on your CODE and use the effects built into the Trio or other separate effects all BEFORE the TRIO. The Trio states it has an effects button that will add an effect congruent with whatever genre you selected. Or what I plan on doing when I get it, use the separate outputs. Run the mixer output to another amp set on a clean channel for the Trio's "band" sounds, then run the guitar output to your Code.
You would not want to use this pedal into an amp using the amp's built in effects, especially distortion. - Dennis Bowen 27 Dec 2017 at 08:28 PM