I am using the HD500 for post preamp effects only and get a volume increase with the chorus and a volume decrease with the flanger.
I have a Mesa Boogie Mark-V and have the HD500 hooked up like this:
Guitar > tuner > wah > Mark-V input.
Mark-V FX send > HD500 FX return (L/mono) (FX block placed after amp modeling and mixer (amp modeling turned off, mixer muted) > tremolo > phaser > chorus > flanger - delay > delay > delay > HD500 1/4" out (L/mono).
HD500 FX loop switch set to LINE, HD500 1/4" output switch set to LINE (The Mark-V has a LINE level FX loop). Master volume set at 100%.
It sounds great, but the chorus boosts the volume slightly and the flanger cuts the volume slightly. I messed around with the "Mix" on each effect but when I reach unity gain you can't hear the effect like you should.