Hi Chic, your Vox will have the effects loop on the back of the amp, so connect the OUT from the ZoomRFX into the IN on the loop and vice versa. You can then plug your guitar directly into the Vox input channel and will have much more tonal control. For early Shadows tunes I'd knock out the bass, full middle and some treble, then on the middle pickup you should hear the Gonzales / Frightened City sound. For Apache use the bridge pickup and roll off the volume to 8 or 9, that should take the spiky treble off the tone and round it off a little. Put a little bass in if yo think it needs it. You should get that clangy bottom E string like Gonzales when you hit that string. At the moment your sound is very smooth and lacks that attack, which isn't good for those early tunes.
For the later smother sounds of the Burns era, crank the bass up full, pull out the middle and push the treble until it bites. Try the middle pickup and it should be a big juicy tone like the intro to Shazam.
There will be some balancing to do with the Zoom gain/volume controls but it should sound nearer to your goal. I'd do it for you but I don't have that model Vox although I do have the Zoom 2200.
Let me know how it goes.
