So you want the whole HD500 to go in to the front of the amp?

In that case, just place your four FX pedals in the loop of the HD500 and set up different patches as required.  By turning the loop on or off you can switch all four in or out at once.

I'm not sure where you want to place them pre or post what?  Using the HD500 into the front input of an amp would not be my first choice for connecting it up unless I was using the HD500 purely as FX only and no amp modelling (the amp itself would handle all pre-amp and power amp duties), but of course you can use the HD500's amp modelling this way if you wish, but it probably won't sound quite as intended in terms of authenticity (if that's a major concern for you - and it doesn't have to be).  If you are using the HD500's amp modelling features, then place the FX loop pre or post amp block as required on a per preset basis and just create a range of different presets/patches.

If you mean you want to place those for FX into your signal chain pre-or post your amp's pre-amp then you'd need to use 4CM and make some decisions about where each effect needs to be placed relative to the amp and its FX loop as it may not be possible without external help in the form of a Line Switcher to move FX between pre and post amp pre-amp - if that makes sense.

It might help if you shared what the FX are and somewhat more precisely what you want to achieve in the form of a typical usage scenario as you see it, as I can think of a number of possibilities here that might do what you want.  Also - are any of the FX you're talking about MIDI enabled?

I think you should be able to do some of what you want, if not all.

Nick