On my spillover spa setup there are two spa valves. One of which can be used in conjunction with pool returns/waterfall, and the other of which is used to generate bubbles and is used for spa only operation like you are trying to do. My guess is you have something like this going on, or you have some kind of leak.
Maybe put your hand in front of all the pool returns while you have it set to spa and see if you've got anything coming out into the pool while you have things set to spa?
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