Well in the 'classic' order of effects: the compressor would go before the amp and the other effects after.    Therefore. if you want to use all of those effects then the 4CM inside 4CM message I suggested above may actually be the way to go .

GSP1101 manual is here --> http://www.digitech.com/system/documents/2/original/GSP1101Manual18_0474_B.pdf?1286481757It seems that the effects order is fixed, unlike the POD but that everything is in the classic order.   You would cable up as I suggested above and set everything to run at -10dBV (instrument level).  The GSP would need a global setup to work with an 'External Preamp' as per page 51 of the printed manual.   The Pod setup would be as per the 'first method' here --> http://line6.com/support/docs/DOC-2522 .  I cannot really give you the detailed setup for the GSP as I have not used one but try and keep unity levels Throughout

If the layered 4CM thing is just too much then I would simply put the GSP1101 between the POD 1/4" Out and the Amp FX Return.  This gives you all the effects after the POD.  i.e

• Guitar ->  Pod input
• Pod FX Send -->  Amp input
• Amp FX Send --> Pod FX Return
• Pod  Output --> GSP Input
• GSP Output --> Amp FX Return

You  could also hookup the HD500 Midi Out to the GSP Midi In and  keep the patches in sync.

You need to be more specific.  What FX Blocks?  Where?

• If you are asking aboutthere the FX Loop block for 4CM then check the 4CM guide I referenced previously.
• If you are asking about where FX blocks should go in terms of their sequence then try the order mentioned in this doc --> http://line6.com/support/docs/DOC-2523