Spillover is set as a power-up mode by pressing and holding the TAP footswitch at power-up.
When the pedal turns on in the power-up mode, press the feedback 2 button to turn it green to enable Spillover.

One thing to note is that you must be on the current setting for at least 5 seconds before switching to a Favorite/MIDI preset in order to get spillover/trails.

To enable spillover when bypassing the unit, here is the option