There are already some good answers, but I just had a couple things to add. In general it's best to minimize the length of cable and number of adapters you use in your signal chain (I think you called the adapters "jacks"). This reduces the number of possible failure points. For example, do you really need the headphone extension cable? And getting the right cables as you suggested will mean you won't need adapters at all. This can potentially improve your sound quality and it will definitely remove extra sources of possible failure.
I agree with the recommendations to check your adapters and cables and make sure they are all stereo on both ends. Obviously if you've got a mono cable or adapter somewhere in your chain, you are going to lose half of your signal.
Also, when you remove the cable halfway and it still works, my guess would be that you are hearing a mono signal at that point, but it's going to both the left and right headphones so it seems like it's working. If the jack isn't fully inserted you probably aren't getting true stereo.
The best way to fix these problems is check each cable and adapter by itself and isolate which ones might either be broken or just mono. Confirm your headphones are working andin stereo with some other device, then confirm the FX is outputting stereo with the headphones, then once you know those two are working rightproperly you can use them to test each part of the chain one cable or adapter at a time. That's usually the best way to troubleshoot anything in your signal chain by removing the variables.