The TRIO+ has an FX loop, so it can use your unaffected guitar as a signal to guide the rhythm section, but allowing your buttrock distortion, phaser and hall reverb pedals to always be on, bay-beh.
There's also a 2-stage 'FX' button which adds a built-in 'rhythm' or 'lead' sound (suited to the Style you have selected) to your guitar signal. In truth, the distorted sounds are terrible, but the compressions, 'verbs etc. are fine. Best just stick a few pedals in the FX Loop and forget about that feature, tbh.
Output-wise, it's got a HEADPHONE out, which gives you a mix of the band and cab-simulated guitar out, plus any FX Loop or 'FX' button effects you're adding in. It may be even be a stereo drum mix, I forget.
There's also AMP and LINE outputs. The AMP out is tweaked to add more highs and lows to the bass and drums, to suit midrangey guitar amps. Obviously, you really need to run this into a clean guitar amp to make it not sound crummy.
The LINE output is untweaked, and suits going into a PA etc. - ideal if you add an amp-sim kinda pedal to the FX Loop. This is what I do at home, plugged into my audio interface.
The beauty part is using the LINE and AMP outputs together: the TRIO does some internal switching, and the guitar signal (and guitar looper) goes to the AMP output, but the drums-bass backing go to the LINE out. That way, you could use your dirty 100w stack for only your guitar, but the backing band goes to the PA.
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SHRED ON, BROTHER!