Keep your patches in the Empty User Setlists....Then you don't have to touch the factory setlists. If you want the factory setlists to be restorable easily, then hookup to HD500 Edit and save them...Then you can always load them later.
In terms of building a patch...You could start here: (All I did was Google Sublime Guitar Rig)
Even though this might be a dated rig for what you are after...It might be a good exercise given its simplicity and might be a good basis for what you are really after.
I would setup a dual tone patch...Probably would use the Plexi 45 and the Soldano Clean for the JC120...The signal path in pretty straight forward...Tube Screamer, Digital Delay in front...One trick in HD would be to use assign the channel volumes of both amps to the expression pedal to setup the crossfade...So basically, my suggestion to you would be to try to build up the signal chain in a decent approximation of what you would do on a real rig. Once you build a few of these from scratch, it really starts making more sense...