Here is the config and settings I use:
Guitar to KPA INPUT
KPA DIRECT OUT to Trio+ Guitar In
KPA MONITOR OUT to Trio+ Fx Return
Trio+ headphone output to KPA RETURN INPUT and ALTERNATIVE INPUT
KPA MAIN OUTPUT to studio monitors
KPA HEADPHONE to headphones
When in 'Teaching Mode', the Trio+ uses just the dry guitar signal on its 'Guitar In' port. When recording Loops, the Trio+ uses the signal on the 'Fx Return' port.
KPA Output settings for Teaching / Looping:
DIRECT OUT: Git Analog (this is the unprocessed / dry guitar signal)
MONITOR OUT: Master Mono
KPA Output settings for Playback:
MONITOR OUT: Off (this prevents having your solo'ing guitar signal being fed back into the KPA from the Trio+)
The 'Guitar In' on the Trio+ is ignored during Playback when the 'Fx Return' port has a connector plugged into it so you don't need to turn off the DIRECT OUT on the KPA too.
Adjust the various volumes for these outputs so everything is happy. This includes adjusting the 'headphones' out volume on the Trio+.
So, the only thing I do when going from teaching and loop creation to playing along with the Trio+ is to turn the MONITOR OUT off on the KPA by rolling the knob. No external switches, juggling of cables or unwanted signal duplication.