I wonder if Denon could (via firmware) allow the zone output to be used as a send?
Back in the day, before Denon added the mic signal to the headphones, I used to route the master output back into a spare channel, so I could monitor myself via that channel’s cue.
The cue signal, via the headphone output, is a potentially useful “FX send” but you’d have to be careful not to allow your actual cueing to be heard from the speakers. 