Add-on Geocaching4Locus doesn´t download caches automatically, only manually with saving to a folder. Only after uploading to a folder can be displayed on the map.
Geocaching Live map not working in v. 3.22.0
Unfortunately this version of Locus Map are breaking Live map support. The issue is already fixed and a new version 3.22.1 with this fix is expected at Thursday, 9. March 2017. Please wait with update until the version 3.22.1 will be released if Live map is important for you.