You do already have the onboard expression pedal with the HD400. If you were to connect an external pedal like the EX1 to Pedal 2, the Wah control defaults to the onboard pedal and Volume control is assigned to the EX1. You can still assign either pedal to control say, Pitch Glide range.

Most people tend to use the onboard, since you can simply toggle between Vol/Wah control with it and assign it to Pitch Glide sweeps already...