Compressor,flanger etc etc
Is there a way that I can make it so the FX’s only come in certain sections?
Or do I have to keep copying the instrument and changing the FX accordingly?
Right clicking on the on/off toggle (the thing with the yellow circle round) generates automation commands in the pattern (automation commands highlighted in red)
To write the commands without doing right clicking is simple, it is the position of the effect in the chain, (i,e if i have distort, chorus, delay, they would be numbered 1, 2, 3, respectively) the letter f, and then 00 for off or 01 for on.
so in the screenshot 1f00 turns my gate off, 1f01 turns it on 
xx
you are a legend!
Optionally you can also add a send device and add you effects to the send channel, than you could automate the ‘amount’ slider to have the effect on - off or gradually increase.
Using sends also lets you use effects on more than one channel, could save cpu.