Those working on linux probably know this already, but if you work with JACK you can give Renoise (virtual) inputs and outputs. In this way you can e.g. let a delay chain have it’s feedback go through a Cabinet Simulator, Comb Filter, LFO’d Gains, or whatever combination of DSPs. Only problem is you can use it live but can’t render it inside renoise, you have to use JACKrecord or something similar.
Way to go about it:
In Renoise preferences, go to Audio, and set input/output both to 2 or more
Track 01 we’ll call the source track with synth,sample,vocals,whatever instrument
S01 the delay track
S02 the fx chain track
We use Output 2 (L/R) as routing in the mixer for track S02
Add a #Send device to Track 01, route it to S01. You probably want Keep Source mode.
Add a Delay device to S01, click Mute Source, and other time settings you need. You must have feedback on 0% L and R to make this, controllable.
Add a Line-in and set it to Input 2 (L/R), set the volume to -INF for now (this will control feedback)
Add a #Send device after the Delay, set it to Keep Source and route it to S02
Add e.g. a Cabinet Simulator on S02
Now in qjackctl (the control panel for jack) click Connections and route Renoise’s Output 2 to the Input 2
Play something in Track 01 
Profit
(I did manage to crash Renoise once this way, when I just walked away from this setup for about half an hour or so. Otherwise it seems to operate cool.)