I was playing around with the VST host with my Floor as an audio interface. I was able to assign individual switches to Midi CC/Program/Toggle messages while keeping the current preset with amp/effects. You do have a limited number of switches though (Floor has 10 stomps), so you're going have to really plan what your effect chain is going to look like and which blocks you're going to control, and juggle that with which messages you want to send.
Unfortunately I don't know how to maintain the preset and then switch all stomps to Midi messages. Maybe if you could switch assigned controllers with snapshots then you could do it with the snapshot/stomp mode, but I haven't tried.
I've been considering a Morningstar MC6 for midi control. There is no current way for you to press a switch and send 6 different MIDI messages at once with the Helix. Seems like it's built in only on preset switch, or single message per stomp.
To be honest not sure about HX FX, maybe someone else will chime in here that owns one.