check routing icon

[songwriter]

i have roland vs-840. when i´m using external effect unit in my roland it always comes "check routing icon". i have tried anything but always same text. is it only warning or is there a really risk of damages? i know it´s because the same inputs are for bringing back the signal and in other hand the monitor and aux sends are the same. but how can i avoid this warning or feedback signal which this warning is telling to me.