When you save a user voice, only one insertion effect will be stored, which is the one that has been chosen in the Voice Set.
To stack effects, go to Mixer/Panel1/Effect and press [Assign Part Setting]. You may assign any of the Insertion Effects 1-19 to the same part e.g. Right1. Problem here is that in the Mixer panel you see only the last effect added to the chain. You can easily modify the effect parameters for that last effect added, but you cannot access the other effects easily. You have to unassign the stacked effects to access those hidden in the chain. Which means, it is possible but cumbersopm to operate. Yes, you can store this setup in a registration.
Depending on what you are trying to achieve, you may want to have a look at the Real Multi Effect Amplifier to be found in the Distortion category. Look for those "Multi FX ..." types, there's compression, wah, distortion, phaser, delay, speaker simulation all together in a single effect device.