Config problem with Aurora 16 LTHD + PT 12HD

Using it with a Pro Tools Native card, PT 12 HD on a Mac Pro 2010 8 Core running Yosemite.

I set it in 32 channels mode (from PT I see two HD I/O in PT HW Setup), but right now I'm just using the first 8 Analog ins and outs (basically replacing the analog section of an old 192 I/O).

I'm using out 1 and 2 as the ProTools stereo mix out, and it's working fine.

Analog ins/outs 3 to 8 are used with external HW. 

With my old 192 I could use any of the ins/outs from 3 to 8 as "inserts" without any problems. With the Aurora if I do this I can see the signal going into the HW but I don't have the signal returning back into PT. 

For example, if I have a stereo track in PT with its output set to PT stereo out everything works fine, and I see the signal on the Aurora out leds 1-2. 

When I insert, for example, the stereo channels 5-6 (a stereo analog compressor) the output leds 1-2 on the Aurora shut off, the inputs AND outputs leds 5-6 light on but I'm getting no sound from PT (I guess because the outs 1-2 are cut off). I see the signal going to my compressor though.

This is definitely not the way it all worked with my old 192.

Also, trying to get a mic into one PT track, I create an audio track, set its input, say, number 3 (where I have a preamp), I see the signal from the mic going to the preamp, I see the channel 3 led on the Aurora light up, but I have no signal into the track in PT (yes, the input monitor is on and the track is armed for recording).

What am I missing ???