Based upon your layout, the FM3 spends most of its time on Scene 2 and the other switches are used to access 3 other scenes. In this scenario, the switches seem to be operating correctly:
-The selected footswitch has a bright LED.
-When you press FS3, the FM3 is going to Scene 3 which is not an option for FS1 to toggle therefore the LED is off.
-When you press the External Switch, the FM3 is going to Scene 4. Scene 4 is not an option for FS1 or FS3 to toggle, therefore both LEDs are off. -FS2 is configured as an on/off, not toggle, and the LED is bright when selected. With the External Switch engaged the FS2 is inactive therefore it is dim.
To get back to Scene 2 from FS1 or FS3, you need to press a switch so rather than setting FS1 and FS3 to 'Toggle', it may be more efficient and less confusing to set FS1 to select Scene 1 and FS3 to select Scene 3.
If you're changing channels in Scene 4, leave the External Switch as is in order to maintain the momentary function to get back to Scene 2. If you're not changing channels, consider using a Control Switch to make the block state and parameter changes from Scene 2 that you make for Scene 4 using modifiers.