My advice, slightly off-topic, and maybe stating the obvious to some:
Use the volume knob on the guitar. The advantages are that you are not glued to the Helix and can control your sounds "remotely". I actually default to always having my distortion block on for every preset, including "surf" or "ballad" stuff. I clean up my sound by rolling down the volume knob to 6 on my strat, and all the in-between positions as needed. When I have quick clean/dirty changes in the song (like System of a Down stuff), I put a volume pedal in the beginning of the chain with a fixed position to be able to select a snapshot where it's enabled/disabled. For example, I have the static volume pedal fixed at 7% to give me clean rhythm sound. I toggle between 2 snapshots and it works for me.
If you put the volume pedal after your amp, you control the overall volume of your guitar. It won't clean up if you reduce the volume.
I assign the volume pedal at the end of the chain whenever I'm in a situation when the sound guy won't be able to mix the balance right, so I can fine-tune the balance on the fly. Otherwise, I don't use the volume pedal. It is hard to slightly turn yourself up/down on the fly with it otherwise. I also put the volume pedal in the beginning of the chain in one song because I have a few swells and need to notes to come out of nowhere and turn into feedback.
If you need a volume pedal in all presets, then you just need to copy it into every preset, and set the EXP control to Global, as people have mentioned. One more advice: create a master preset, from which you can create other presets by copy/pasting it rather than recreating each preset from scratch.
d.