I can give you my personal experience. One branch of my MIDI routing daisy-chains through a PitchFactor, and on through 2 H9s. I consider three devices in a daisy chain to be a practical limit. You might have success sticking the Whammy as a fourth, because its a deadend [MIDI In only].
There are a few things to take into account here. Newer devices might have a few microseconds of processing delay. Older devices, maybe more. There’s also ‘digital distortion’. The MIDI optoisolators don’t have an instant rise time. Those ‘ones & zeros’ get slightly corrupted with each MIDI device in the series. It might be 10 devices before you experience data loss … it could be 3.
It will also depend heavily on what you’re throwing down the MIDI cable. Timing clock must – by definition – remain at a predictable interval. Program changes (one on each MIDI Channel) will reserve a data byte each. If you send six, they will travel down the line in series. Still not a big issue. But then you fold in note numbers, pitchbend, or continuous controllers, and the MIDI pipeline will start to clog up. If you want to change any individual effect parameters in real time, you’ll have to deal with this.
As your MIDI system becomes more complex, you’re going to need a MIDI Thru (splitter) box. No way around it. I have a 4-way mounted under the pedalboard. It is fed by MIDI Clock & controller processing from my ‘secret weapon’; merging through a MIDI pedalboard. Each branch of the 4-way has its own group of MIDI channels. I throw quite a volume of MIDI data down the line, yet everything still plays nicely together.