turning FX on and off is mostly achieved by patching a MIDI CC message to the level parameter of the fx. For example, using a 4 v Moddelay algorithm you could have 2 voices set for chorus and the other 2 for stereo modulated delays. Patching MIDI CC#x to voice 1 & 2 levels will on/off the chorus and patching a different CC to 3 & 4 levels will do the same for delays.
Unfortunately you don't describe what and how you are trying to control and the settings you have choosen. Please provide further details about this.