There is no right or wrong way of doing this. It is up to you and what you are trying to achieve with your equipment that will determine how you want to set everything up. If you are happy using the configuration you are using already, there is nothing wrong with that.
One alternative would be to use one of the H9s with the send/return of the HX Stomp, and then place the other H9 either before or after the HX Stomp. You can consult the HX Stomp user guide for some more details about how to set that up: https://line6.com/data/6/0a020a418962611d636e7c51b/application/pdf/HX%20Stomp%203.0%20Owner’s%20Manual%20-%20Rev%20D%20-%20English%20.pdf