Just watch the video

http://www.youtube.com/watch?v=VuG3Q5CVH2o&feature=youtu.be

Routing in template:

TRACKS -> GLOBAL AUX -> MASTER

If I add fx to global AUX I have some strange glitches when playing/stopping... If I move fx to master and disable in global AUX playing/stopping is fine.

 

Well I couldn't be sure without messing with the project but make sure that gain levels are not to high, Reaper automatically mutes tracks that jump way over 0db. Also check for feedback loops. Some plugins don't get along with track performances options so try turning off the "allow media buffering" and "allow anticipative fx" in your track drop-down where the plugin exists. Finally check to see if enabling "Buggy Plugin Compatibility Mode" for that vst makes any difference.

 

Yeah, but the same plugin is on AUX and on Master track... and behavior is the same with any fx plugin.
There is no problem with standard SEND AUX tracks, only when signal goes through this global and then to master.
If you have Reaper, please try this. I will try same thing on my mac mini machine tonight.

Edit:

I check last night, same thing on Mac osx and with simple project with 4 tracks

1) VSTi
2) MIDI -> to track 1 midi input
3) AUDIO <- from 1 audio output
4) GLOBAL AUX with some fx <- receives track 3
5) ... then to master

One thing I noticed tonight, this issue is only when I put limiter on Global AUX track... if it's reverb, compressor etc... everything is normal !?