You haven't mentioned how you run your GCP- is it 4 Presets/8 IA or 10 Presets per bank?
IMO it's a waste of a GCX loop using two of them for one unit in mono (unless you were also putting the GSP1101's preamp loop in one of the GCX's loops).
I use a GCP in 4 Preset/8 IA mode, and have a G-Major in my amp's FX Loop. I use the GCP Presets to select amp channel and G-Major presets (patches), and some of the IA buttons to turn on/off the effect blocks in the G-Major preset I called up with the GCP. This allows me to toggle on/off the G-Major effect blocks like they are stomp boxes.
For example, in GCP bank 1, when I press the preset 4 button my amp switches to my Lead channel, my G-Major brings up my Lead preset & turns on my amp's FX Loop, and the middle row of IA buttons are as follows:
IA5=Modulation (chorus etc) on/off, default OFF
IA6=Pitch (octaver etc) on/off, default OFF
IA7=Delay on/off default ON
IA8=Amp FX Loop in/out, default OFF (I would put the GSP1101 here in GCX loop 8 if I did not have an FX Loop)
Now when I press GCP preset button 3, My amp changes to my main rhythm channel, my G-Major brings up my main rhythm preset & turns off my amp's FX Loop. The IA buttons still control the same things, but the parameters for each effect are at different settings.
Here is a pic of my GCP, you can see how I have it labeled so I can treat the IA buttons like a bunch of stomps:

Also, when chaining your MIDI cables, use the MIDI THRU. The MIDI OUT is designed to allow the GSP1101 to change the MIDI data, MIDI THRU is just that, it passes thru the exact same MIDI info it recieves.
Hope this helps,
Dom