This is so clear. I got it. So in take lines are basically where to pull the water to the pump and go through the filter and one circle and then back to the return lines. All of the valves on the return lines are just the faucets we control to release back to the pool right ? Okay. It makes sense that way. I was just so confuse about the word " drain ". I was assuming draining. Is draining the water to the waste. I was like. Why would I drain the water to the waste ? So basically I was wrong about filtering as well? So basically there are three way to pull the water from the pool to pump and get the filter not only on skimmer ? If that's the case. I already turn off the drain from spa. So why would my spa water level going down when pump stop ? I am so confused now.
Yes, you seem to have it correct. And yes, there are three different ways to pull water; all of them will go through your filter. There are two coming from your pool, and there is one coming from your spa. Everything to your left is just like a faucet like you said, it just controls where the water goes.
As JamesW said, your spa is above your pool. Since the pool and spa are technically "connected" through the pump/plumbing, the spa water is able to equalize with the water in the pool (physics). Your equipment does not have a check valve. A check valve allows for a one-way flow through a pipe. In other words, when the pump is off, it will stop the backwards flow from your spa that leads to the equalization. In order to install a check valve, you will first need to find out which valve sends water to the spa. This will sound a bit confusing, out of all of those lines to your left (the outbound lines or return lines), one of them goes to the hole at the bottom of your spa. There is a good chance that the line I am referring to is the culprit. You may need to play with them to figure out which one it is. Please, as I said before, be sure not to have all of the lines closed at once--this will lead to a pressure buildup which is not healthy for the equipment and possibly dangerous.
The best way to do this is to leave only one return line (outbound line) open. Check your pool and find where that water is going. Go back to your equipment, and turn the next valve on. Once you have opened the next valve, go ahead and turn the previous off. After that, go and check to see where the water is coming out. Continue doing this until you find the one for your spa. This will be the one that needs the check valve. Pro tip: be sure to install the check valve the correct direction!! This is also a way to find out which of your valves do what to your pool, so that way you can control it how you want to.
P.S., since this entire post is confusing, I want to clarify this: in the picture that I sent, one of the outbound lines is labeled as the "Spa jets." This is correct, but there is one more valve somewhere by the return lines that actually goes to the hole at the bottom of the spa. Hopefully this helps, please ask if you have any more questions or are still confused!
-Eric
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But I basically don't lose any water right ? Is there any harmful if I don't correct it since I don't really lose water anyway ?
No, honestly, if it does not bother you, do not bother with "fixing" it. This is a preference issue, not a required issue. If you don't mind it, you can leave it alone.