When you create registrations, you are allowed to save only the parts you want changed. The converse is, you have to specify which parts you want saved.
On your keyboard, press the Memory button. Now look at the screen. Under "Group Select", you specify which parts you want saved. The part you want saved must be checked. For example, most people don't check things like "Line Out" because they don't want a registration changing that.
You likely need "Voice" checked to save the effects you are talking about.
If that doesn't solve your problem, then check ALL the boxes before saving a registration. Once that works, then you can experiment with unchecking some.