Sorry, I'm not sure if I understand… I'm in the same situation here…
I have an EFX MKiii, and I'm able to control presets in my PF, TF and Space. However when I insert an expression pedal in the XPDL of the EFX, I can control only one parameter per Factor instead of all parameters when I insert an expression in a "master controller" factor. So in my vulgar drawing, I would like to know if it's possible to do something without buying other devices such as MIDI merger and/or Splitter??? And please, if someone could help me by telling how to set all devices???
Note : When I set MIDI parameters in the EFX unit, I choose EPL, PS2 is set to MIDI Ch1, and PS3 let me choose between 0-127… I note that some functions work (only one per factors) between 25 and 38 (not sure exactly) How to set EFX to control all parameters????
Please!!! Help!!!! 
