Some effects processors are designed so that the inputs of the processors receiving the signal from the effects loop of the amp (given that is what you are using) *are receiving the signal PRE-amp. So it relies on the output signal from the PRE-amp stage. Some are opposite, POST-amp stage. Some units let you choose how you want it and same with the amp (though it sounds like your marshall won't but that's normal, any effects {like overdrive, distortions, wah's should be driven in series from your guitar to the
amp input and not the effects loop, save the effects loop for delays, chorus' and time based effects)
A good test to try.
On the clean channel dial in what you want to hear (sounds like you have according to your post)
Then switch the channel to a dirty one.
If effect is lost then then turn up the PRE-amp and not the
power amp (usually the gain stage on the Marshall) if this doesn't work.....
Plug your effects unit in 'series' by putting it between your guitar and the amp. Listen to the difference then...
What processor are you using. Let me know and I'll see if I know something about it.
Paul