Cool little pedal those
as for effects loop or not, typical rule of thumb is to put time based effects like delay as well as reverbs and stuff in the effects loop and keep all others in front of the input section (like dist/overdrive/wahs/dynamic effects)
although I've really only used my BassAttack straight to a P.A., the only way you're going to get the effected sound is to go from the line out 1/4" of the Bass Attack to the front of your amp. just mess with gain settings and what not to find a good balance for when it's on and not. The SHAPE function does boost the gain quite a bit and not for overdrive but just it's super freaky clean scooped self.
you might also want to try running the line out of the pedal into your effects return of your amp and ByPass your amp's eq section. By running straight into the effects return on your amp from the line out of the BassAttack makes the BassAttack your pre-amp and taps only the power section from your head.
lots of stuff to monkey around with.
