Complicated one but I'll try keep it simple.  
1>  Mixed a song and exported it as a wav.  
2  > Imported that wav into a new empty project I created for mastering.  Lets call it Master Project.
3   >   If I put some effects directly onto the wav track i.e. brickwall, compressor etc and export again as a mastered track, it plays fine in ITunes , media player etc.  As in it's volume is fine. 
But....and here's where i am lost.   If i do the following.
1  > remove the effects from the track  
2   > send the track to a bus (which in turn goes to the master bus)
3   >  put the same effects on the bus as were originally on the track
4  >  Export the track as my new mastered track
The volume is now only a fraction of what it is if i put the effects directly on the track.
If your wondering why i created the bus its a bit complicated but trust me there is a reason.  I can explain but lets save all the extra typing for the moment.   Any ideas guys?
thanks

Hi. What kind of Audio Interface do you have? Is it possible that your AI output is lowered? When doing an export, what is checked (automation, Fx, etc)?
Best of luck. 

Question:
When you "send" the track over to the buss is the buss volume at unity gain (0)?
Is the send volume at unity gain (0)?
I would think they'd be louder if that were the case (parallel processing).
 
Also, are you exporting as "entire mix"?

Hey Zarg.  Im not certain on the AI which is an M Audio.  The only thing i do know, is that the problem only happens when i use a bus.   Everything in that window is checked by the way.  Should i uncheck anything? 
Hi Arlen.  The bus fader is at about minus 2     Is the send volume the small knob (not the fader) ?
If so, I have as high as it will go.   The problem is definitely the use of the bus.  I' try remove the send and put the effect directly on the master bus and see what happens. 

Oh Arlen...no I was exporting as a track..not using the option export entire project.
 
 

So in both cases you exported the track, but in one case you had effects on the track and in the other you didn't?

Hi B.  well in a way.  In one case i exported with the effect directly ont he track.  But in the second case i removed the effects and instead used a "send" to a bus and put the effects there.
But the good news is....well done to Arlen who hit the nail on the head.  he asked if i was exporting "entire mix".   I wasn't using this option but was exporting just the track.   When i used the option "entire mix" it solved the problem.    Thanks guys for the replies and MAJOR thanks to Arlen.
So... I've learned something here.  I never realised that just exporting the track didn't include any buses it was sent to.   A bit of a strange setting but hey... I didn't design the DAW.
But good to know for future reference.
Thanks again all....super help as always from y'alls.  

Glad WE figured it out!
I've been dumb so you don't have to.

Agentcalm
 
So... I've learned something here.  I never realised that just exporting the track didn't include any buses it was sent to.   A bit of a strange setting but hey... Thanks again all....super help as always from y'alls.  

This function is useful when you want to do an export of just tracks.  Like when you're going to share the project or when you only want to work with audio stems (lots of people do when mixing down)...
More useful than you think.

Surprises like this cannot happen if all tracks and buses are routed to a master bus and the master bus is the only track or bus which is routed directly to the audio interface.