Sends, auxes and multi-output

An aux is a channel strip with no regions of its own: EQ, Audio FX, sends, pan, fader, mute/solo and an output. It plays whatever its bus receives.

Create one with Track › New Aux, the track menu, or New Aux in any send or output menu. New auxes are named “Aux N”, are fed by “Bus N”, and go at the end of the track list.
Sends: every strip except folders and Stereo Out has eight send slots under Audio FX. Click an empty slot to pick an aux (“Bus 1 → Aux 1”) or make a new one. A filled slot shows the bus (or the aux’s name) and a level knob: drag it (Shift for fine), double-click for 0 dB. Click the name for Pre Fader / Post Fader, Mute Send, Send to, and Remove Send.
Post-fader sends follow the fader and pan. Pre-fader sends tap the signal after the plug-ins and keep sending with the fader down. Muting or soloing-out a track silences both kinds.
Output: routes a strip to Stereo Out, its summing stack, or an aux.
Soloing a track keeps the auxes it feeds audible, and soloing an aux keeps the tracks feeding it audible. Muting an aux silences everything arriving there.
Feedback loops are refused with a message (sends that would make one are greyed out). Deleting an aux clears the sends and outputs that pointed at it (undoable).

Multi-output instruments

A drum sampler or similar VST3 instrument can have outputs besides its main one, each drum on its own. As in Logic, each can get a strip of its own:

An instrument strip whose plug-in has extra outputs shows a + next to its R button. Each click makes a new aux for the next output with no aux on it, named after the track and the output (“Drums Direct out 0”), with its own fader, pan, plug-ins and sends. One undo removes it. The + greys out when every output has an aux. The output starts working when its aux appears, so an unused output costs nothing; while it switches, the instrument fades out and back in for a few milliseconds, and the other strips play on.
The aux’s Input slot shows where its audio comes from (“Drums: Direct out 0”). Sends and outputs set to its bus still reach it too.
The main output plays through the instrument’s strip as before. Whether a sound also leaves through the main output or only the direct one is up to the plug-in.
The output leaves the instrument ahead of its strip, so the instrument’s Audio FX, fader, pan, mute and sends don’t touch it. Soloing the instrument keeps its auxes audible; soloing an aux plays the aux without the instrument’s main output.
Delay compensation keeps the aux in step with the main output, whatever’s latent on either.
Track On/Off: an Off instrument leaves its auxes silent. An Off aux gets nothing, and the output stays switched on so it comes straight back.
Bounce and Export: a bounce has the auxes in it. Export All Tracks writes each aux as its own file with the instrument’s content.
Freeze and Bounce in Place refuse an instrument with such auxes, because they’d only take the main output: delete the auxes first.
Deleting the instrument leaves the aux, with its settings, as an ordinary aux on its bus (undo reconnects it). Replacing the instrument with one that has fewer outputs, or opening the project where the plug-in is missing, leaves the aux silent: its Input slot says “Drums: no output 3” in red, and the connection comes back with the plug-in.
Duplicating the instrument makes a copy with no auxes: use its + to add its own. Duplicating an aux makes a second strip on the same output.
Channel strip settings leave an aux’s input alone.
Built-in instruments have one output, so they have no +.