The Sonoff 4ch PRO is a good device, but a bit old... if you wanna control a light using both a physical button and the internal Sonoff relay, you have only one solution: use a three way switch connected to the Sonoff three way relay, as shown in the pic... but this solution/configuration has a problem: if you control the Sonoff relay status using for example Alexa (Amazon Echo devices), you normally ask to Alexa to turn OFF or Turn ON the "light"... and we have this possible cases:

the light is physically ON and the internal status is ON
- if you turn OFF the light using the external physical three way switch, the physical status of the light will be OFF, but the internal one remain ON... so if you ask to Alexa to turn ON the light it won't have any effect because the light internal status is already ON
the light is physically OFF and the internal status is OFF
- if you turn ON the light using the external physical three way switch, the physical status of the light will be ON, but the internal one remain OFF... so if you ask to Alexa to turn OFF the light it won't have any effect because the light internal status is already OFF

To solve this annoying problem, I've cabled the PCB buttons and I change the relay status using external standard buttons (Normally Open).

Supplies

1 Sonoff 4ch PRO (@this link an interesting page (Italian language) with lots of usefull suggestions)

10m max Cat5 LAN Cable

4 Button switch for house light command (Normally Open)

a soldering iron with a thin tip

Step 1: Front View

Step 2: Back View

Layout to cable the switches.

Step 3: The Result

With this configuration, the coherense between the phisical status of the lights and the internal one is granted and now you can control them, coherently, using or Alexa and your voice or the physical buttons.

I've used more or less 7m of lan cable, and it works perfectly... I don't know if there is a maximum lenght threshold for the right functionality.

...I've indeed also discovered an issue: because the procedure to autolearn a RF remote control starts when you push twice very fast, one of the buttons, it happens sometimes that this procedure is accidentally launched! And this is a problem because in this way the Sonoff 4ch Pro for sure will learn frequencies that make it crazy... to reset it, you have to open the Sonoff case and push the "433Mhz clearing button" for few seconds.