Helix LT supports the concept of Setlists. You can create up to 8 Setlists, each containing up to 128 presets in Banks 1-32 and Preset locations/slots A through D. You can fill those preset locations in any order you want, and fill them by creating new presets or by copying existing presets including Factory presets.
Check the Setlists and Snapshots sections of the manual. Come back with specific questions as you do the following:
The idea is that you can prepare your device for a gig in advance by creating a Setlist for the gig. Name the Setlist whatever you want (e.g. Pub Saturday). Begin populating your setlist with presets, starting with creating/copying the preset you want to use for your opening song in Preset 1A. If you want to change your tone for various parts of the song, say for the Intro part vs. the Verse part vs. the Lead part, you use Snapshots to create those different tonal parts within the same preset. As you switch snapshots for the various parts of the song there is no audio dropout.
When satisfied that your first song is as you want it, move on to your second song using Preset 1B. During the gig there will be a brief audio dropout as you switch presets. That’s why you make the switch between songs, so nobody notices. Again use Snapshots as desired. Then move on the Preset 1C for your third song, and so on for all songs in your set. And don’t forget to include your encore song(s) at the end, after the standing ovation!
Prepare your device in advance for the entire gig, arranging your presets in the order in which you plan to play the songs to make the tap dancing of preset switching as simple and as least distracting as possible during the gig. While your device will only hold 8 Setlists at a time you can store as many different Setlists (and Presets) as you want on your computer using HX Edit and swap them in/out as desired.