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On Arturia video I can only see that we just plug insert cable with some external effect unit but where actually we take an output from effect unit and get it back to Matrixbrute ?
Maybe he use standard TS Stereo to MONO cable where Stereo out goes to Matrixbrute Insert and 2 Mono connections go to IN/OUT on external effect unit ? - will then Single 2XMono to 1x Stereo cable work?
Yes, that's how it would be done. You could use something like
this, and then plug other longer cables into that, or something like
this to plug directly into your BigSky or other effects. I use the latter cable variety to connect a phaser or distortion pedal to the MatrixBrute's insert (the white plug connects to the input, and the red plug connects to the output).
The insert point on the MxB is after the synth voice and before the built in BBD effects:
synth voice -----> insert point -----> BBD effects
Since the insert is mono, you'd lose the stereo of the BigSky when using it as an insert effect. I'd connect the BigSky to the stereo outputs of the MxB - that would be the most common way to do this, and you get the full glorious stereo from both the MxB effects and the BigSky.
Note that if you use the insert for effects, they have to be able to handle a +4dB line level signal. Not all pedals, or even rack units, can do that, and using those will result in distortion (you can turn down both Steiner Out and Ladder Out on the MxB to compensate, but that's rather inconvenient). So if you plan to use the insert, check that whatever you want to connect can handle line levels up to +4dB. E.g. the Strymon pedals do that, so do the Digitech HardWire pedals (I have the SP-7 phaser), and so do many of the the newer 'fancy' pedals. These days it seems more and more pedals are designed to be usable with synths and mixers, not just guitars.
I'm sure you'll love the MxB + BigSky combo! BTW, I have a Timeline and a BigSky but I almost don't dare use them on the MxB - it sounds too good...