I have an RP250 pedal that has an expression pedal and I use a Dunlop Crybaby with it. Sounds like almost the same idea. :) My "chain" goes Guitar -> Crybaby->TS808->RP250->Amp
Mostly I use the 250 for time-based effects, so it's a happy accident it ended up being naturally last in the chain. Anyway, if I set the expression pedal for volume, it works fine, so it should just be a matter of you plugging them all in series. You are chaining them one to the next, right? And all your jumpers are in good condition?
...so ever since then, I always hang on to the buckle.