DSP1 - which is the XG Variation Effect - can only apply to the style or song parts, not the L/R1/R2/R3 panel voices.
It can either be used as an insertion (targetting one part only) or as a system (applies to all style and song parts, but you choose how much each is affected).
Same for chorus and reverb, except they apply to all style, song, and panel voice parts. Again you choose how much each is affected.
The chorus block contains quite a range of effects though.
The effects selection on the mixer pages gives you an overview,which will show you which effect block is assigned to which part. This is useful because if, say, you are setting up a MIDI song with effects then because you only have a few to play with, the assignments can be unexpectedly "stolen" while you are setting things up.
The effect selection on Voice Set applies only to the specific voice part that you're editing. It doesn't tell you which effect block it's using.