So - we're assuming you currently have the Helix, Fender and cables set up as described in your first post; Guitar--->Helix-->Helix send-->Amp guitar input-->Power amp out-->Helix return-->Helix main out-->Power amp in
In the Helix, you either have an FX Loop block, or both a Send and Return block. All effects you place in the Helix before the FX Loop (or send and return) will be before the Fender preamp - the FX loop will be the Fender preamp itself. If you turn this block(s) off, you would be bypassing the fender preamp. And all effects in the Helix after the FX loop will be after the preamp (what you typically say is "in the loop" of the amp in a more traditional setup).
So, couple things to consider:
1) I have a very similar amp (a 1x12 Hot Rod Deluxe). I know a lot of people use it as a pedal platform, but I've never liked the way it reacts to high gain pedals. So, what I do is use the Fender preamp for clean sounds and light breakup sounds with pedals from the Helix, and then use a preamp in the Helix for high gain sounds. To do this, first insert a Helix preamp right next to the FX loop, and bypass it. Then assign that preamp AND the FX Loop to the SAME footswitch. Now, when you step on that footswitch it will toggle between the Helix preamp and the FX loop (which is your Fender preamp).
2) If you are using the Fender as a clean platform, then you may get better results with a much simpler setup - simply place your effects in the Helix in the order that you normally would in a traditional pedalboard (distortions before reverb and delay, etc) and the plug the Helix straight into your amp. No FX loop, no messing around with 4 Cable Method. Coming from a high-gain/metal background, this is something I resisted for a long time, but after seeing the guys on That Pedal Show get such great results with it, this is now the method I use for non-metal gigs.
Guitar -> Helix (all effects) -> Amp guitar input
3) Once you get a handle on the Helix, you can do all kinds of crazy setups with real amps. For instance, I often run a Helix preamp in PARALLEL with my Fender preamp. So I'm mixing the sound of my real preamp with Helix preamps. You can get some very huge sounds this way. Spend some time with the unit, and the flexibility of it will become pretty quickly apparent. Just try not to get TOO lost in endless tweaking (fun though it is) and forget to actually play yer geetar.