Quick tip here that I just found -
I wanted to route all my audio into a 'master' Group Channel to act as a Mix Bus before the audio reached the Stereo Output. However, when I went to route an FX channel (i.e. a reverb), I wasn't able to, and many tears were shed.
However, after a quick look around, I found the answer in this forum:
Essentially when a Group channel is created, Cubase automatically adds any FX channels you've made as sends to that channel. To be able to route the FX channel into the Group channel you need to remove this FX send from the Group channel (i.e. undo what Cubase did automatically and which you may well not have noticed happened in the first place).
"Group Channel on the left is generated with Sent to "FX 1" already created. This needs to be removed (as per the right channel)"
The reason for this is that, theoretically, if you turned on the FX send from the channel you were feeding the FX into, this could create a feedback loop, which is something Cubase won't allow you to do. Even if the FX send is muted, Cubase won't present this routing as an option.
Hope this might help someone as it was definitely no fun for me!
Please get in touch if you're having problems with it and if this hasn't helped at all.