If you look at the Boss ES-8 manual it shows you how to set it up for the 4CM.
https://rolandus.zendesk.com/hc/en-us/articles/205748545-ES-8-Four-Cable-Method-Connections
You need to assign the HX Stomp to one of the loops in the ES-8. I have it set up so that my overdrive/distortion pedals go into the pre-amp of my Hot Rod Deluxe. The Stomp, delay, and reverb go to the effects loop of the amp. Works great and I have everything midi controlled and that makes switching settings very easy.
I too have some great pedals that I love to use and don’t want to eliminate, so my Stomp presets are made up of pre-amp models (no cabs), compressors, and EQ. So far, the results have been great. I spend a lot of time experimenting to dial in the right tone.
The best tip I can share is to make sure you set your Stomp's global EQ to the following: Low Cut (80Hz - approx) & High Cut (8 - 10khz - approx).
I picked this up from Rhett Shull’s YouTube video on making modelers feel more like a tube amp - https://www.youtube.com/watch?v=J02heFTwEXY.
It gets rid of the majority of fizz and mimics a tube amp/speaker’s natural roll-off. I hope this helps.