An important but often missed tip is to max out the physical volume knob on the helix (or set it as high as practical) and adjust the overall volume within the digital realm, like the amp's master volume.
I play med to high gain with some physical pedals. I used to set the physical volume about halfway and had the same issues as you, along with getting very anaemic sounds.
The above tip actually came from some Line 6 engineers in a video that sweetwater did when v2.8 update dropped.