This can get confusing, but isn't.
It's just extra control.

Most of the time they can be left alone.

Use the send on the tracks to make sure the tracks getting sent to the AUX FX are balanced with each other.

Then if you find the AUX effect is too loud overall you can turn it down using the 'return' dial. on the AUX send (there is often a way to to turn down the effect itself too)

Or-
for example say you have a delay in the AUX slot, and you have three vocal tracks all balanced using the Track send dial, but there is too much signal getting to the delay, causing it to repeat (feedback) too many times, you could use the 'send' dial on the AUX to turn down the signal going into the delay for all three tracks at once.

They are just more flexible ways of achieving the end results.

I do not work here, but the benefits are still awesome
Make your sound your own!