For long time I didnt use VST instruments in Renoise, but now I encounter the problem: how to add VST effects to VST instruments? Part of my brain knows that this is not possible directly, only by adding FX to track, but maybe there is workaround?
I just drag them to the track in the Mix view or to the position, where they should be in FX chain.
Yeah, I said about that
only by adding FX to track
But maybe there is some way
Not as far as I know. A VST effect device that’s not in the track effect chain doesn’t work. You’re most likely looking for something like “Effects” in the Sampler tab, but that possibility doesn’t exist for VSTs. What’s the problem with VST effects being in the track effect chain? Each instrument got its own track anyway, right? 
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The only workaround would be to route the audio coming from the VST to a track with FX / a Sendtrack.
Or just play the VST on a track with FX.
That’s not a workaround, that’s a laborious variant of the same.
He asked for a method without track effect chains, but FX tracks contain track effect chains as well. If you send the audio signal from an instrument track to an FX track, just to not have the track effect chain in the instrument track, it’s more work without any benefit.