I can not load MGFXO!

You’re getting confused with what tool to use here. There are two paths:

  1. Run your FX thru 2MGFX, load it directly and pass the byte[] to the Effect constructor.
  2. Run your FX thru the MonoGame Pipeline Tool, it generates an XNB, load it via ContentManager.

These are different paths… you can’t mix them. See the docs for some more details…

http://www.monogame.net/documentation/?page=Custom_Effects
http://www.monogame.net/documentation/?page=Using_The_Pipeline_Tool