I see, but the 'audio to' box is greyed out... I can't seem to be able to do it. I have the individual kick track appearing (either in session view, or in the drum rack in arrangement view), but can't assign it to another output, nor a send...
here what the explanation says: "Sets the output routing of this chain. Normally, chains route directly to the output of the Rack, but it is possible to route return chains to one of the Set's return tracks. Drum and return chains in nested Racks can also be routed "upwards" to the returns of any Drum Racks that contain them."
You need to activate the send/returns inside the actual drum rack. Drum racks have their own send/returns whach are not the same as the main send/returns. The buttons for them are on the bottom left of the drum rack - the return button will create an empty return window under the chains window, if you right click in this you can create a return.
If you create a return inside the drum rack, that return can then have FX on it itself or be used like a bus to route stuff to Ableton's main returns (for example if you want to share your drum reverb with other tracks this would be the way to do it).
PS this workflow is a lot simpler that I've made it sound here when you actually do it.