Interesting. You say the loop automatically turns on when you plug anything into it? It seems like it isn't on well I'm running 4 cable method because i have no sound when running 4 cable method. I know the cable routing is good so perhaps its my head.
Sorry for asking about the basics then. Please confirm:
1. Send from AX8 is connected to real amp's input.
2. Real amp's send is connected to AX8 return.
3. AX8's out is connected with the amp's return
4. The guitar is connected to AX8 instrument input.
5. And the effects loop block is placed in the grid, connected from in to out and not muted (nor its level turned down on the front pannel).
If all is set like above, it should be ok then. The real fun begins when you start switching channels and will be discouraged by clicks and pops coming from various blocks, trying to find those which cause most issues...
And by the way - do a simple test of the EVH loop auto-engage. Just turn it off via footswitch, put AX8 in the amp's loop with just the reverb in the grid, for example, and see if you get the sound. As simple as that.
Good luck! The amp is worth the effort.