I think I've figured it out.

It seams that it happens due to the break effect being left on, meaning that the last song had that effect at end when mixing the new one.
When I load the new song on the deck, the previous effect stays on and prevents the sound from being heard on the headphones. I know this is as it should, my bad on this one. :S
Sorry to bother you guys with this, I am still getting used to the Cross DJ look and feel... And thank you anyway for trying to help!