My guess is that you are coming out of the Behringer insert at line level and going into the zoom using the Mic inputs. If you go into the zoom through the 1/4 line inputs, you may have better luck.
Unless you are clipping the Behringer, but that would have happened in your previous setup, when you were using the direct outs.
At the very least, make sure the input gains on the zoom are all the way down.