Marshall HCFX footswitch jack quit. No voltage at jack, no schematic.

Normally that would be caused by a dirty footswitch jack or a broken (intermittant) cable on the footswitch itself. If neither of these is the problem, it will be a relay in the amp and will have to go in for service. Here's a link

http://www.marshallusa.com/service.asp

Sounds like the audio output IC is damaged, or it overheats due to some voltage fluctuations. Check all the DC regulated voltages inside the set. If you wish to see its circuit diagram, visit
http://electrotechnician.blogspot.com/
https://electronicshelponline.blogspot.com/

The schematic shows it as a standard 1/4 inch stereo plug. Wire the ground common to both switches (Channel and DFX), the ring to one switch and the tip to the other...I.E. ground (sleeve) to ring for one switch and ground to tip for the other. You'll have to experiment with which switch operates what function and label them accordingly.

Does your M foot switch work on the Fender? If you know how to use a multimeter you could check continuity by putting meter leads on plug of M foot switch(1 on tip, 1 on sleeve ) You should see a change in the multi meter when you depress switch. If so switch is good. Another easy test is with cap off a spare 1/4 plug -plug it in to foot switch jack.put a alligator or some such metal clip or wire and join(called short or shorting) the two inputs . If connecting and unconnecting results in switching then the foot switch is suspect. One fairly common thing is that foot switch and input jack are often sautered straight to a circuit board to save $ on production cost. Used to be all point to point where a wire was attached to 1/4" input and then wire went to circuit board or tubes. The wire has give, but not so with direct wiring to board. So the nut holding the 1/4" amp input gets loose(doesn't have to be loose for the following to happen) and a pull on the chord causes a break in the soldier and thus a break in the sound chain. Sometimes it will work intermittingly by putting a little pressure left, right, up or down on the plugged in plug. If so, it's the input jacks connection to the amp. If not it still could be that because putting pressure on plug may not be sufficient to affect a temporary reconnection. Since switch(the new one you made)works on Fender, but not Marshall I suspect the jack or foot switch circuitry past the input jack. If using some of the above the above tests leads you that direction,remove housing(unplug a/c power 1st ) inspect jack,wiggle it slightly see or feel a break then resodier from back side. You should be able to use the soldier already present without adding extra.

There is a possibilty that switch contacts on the footswitch jack are dirty if you are NOT using the footswitch. If you ARE using the footswitch, then an intermittent cable or static charge build up may be causing this.

Using the CORRECT footswitch for this model, you just plug it into the footswitch jack. You MUST use the correct one for the model.

Insufficent information !!! Are you controlling this by the footswitch or the onboard switch? If the onboard switch and you HAVE at some point used the footswitch, likely the contact on the footswitch jack has failed that transfers control to the internal switch. If you haven't tried the footswitch see if that has control. I can send you the link to the schematics if you know how to read them. Here they are:

http://elektrotanya.com/marshall_mg250dfx.pdf/download.html

Scroll down to the little link that says "Get Manual" and click on it to download.

NEVER trust colors... with an ohmmeter you can tell which is the common lead by testing... find the lead that has continuity to EITHER switch independently... It is PROBABLY the blue one... this will be the "sleeve" of the plug. The schematic documentation is so bad the jack wiring cannot be decipered as to which contact is the tip and the ring. HOWEVER once you find the common of the switches and connect it to the sleeve you have only two choices for the other wires so just try them.

You can also take the back off the pedal to find which color goes to BOTH the switches... connect that one to the sleeve. Try the other two wires for proper operation before final soldering.

I doubt that you have checked the tubes... tube checker's are rarity now and you can't look at a tube and "tell it is alright". If you leave the footswitch out does it do the same thing?
The probllem could be many things...and you haven't mentioned how you tested the items you are exhonorating. A common problem is a noisy or broken INPUT jack. Musicians forget to loop the guitar cord through the handle and the cord gets moved and yanked sideways wearing the jack and often breaking internal parts. Yjos also goes for the cord to the footswitch as well. Cords and connectors/jacks are the common problems. Less common but frequent are damaged volume control pots due to damage when handling... including broken solder where these attach to the circuit boards.

The footswitch should be a 1/4 inch stereo type (TRS) plug to fit the footswitch jack of the MG250FX. It is a three wire connection.