I've managed to integrate Neural Amp Modeler (NAM) into the HX Stomp signal chain as follows:
Signal chain:
Guitar → HX Stomp: Preamp, EQ, compression, and distortion processing. (path A)
HX Stomp → Computer/iPad → DAW (Cubase): I reduce the signal level by 48 dB in the HX Stomp, then boost the input gain by 48 dB in Cubase (the maximum allowed). This prevents the direct HX Stomp signal from being audible.
NAM processing: I process the signal using Tone3000 in Cubase.
Return to HX Stomp: I route the processed signal from Cubase to the HX Stomp, and output through main output jacks.
Connect via two TS cables the main outputs to the Return inputs (Path B).
Final processing: Path B handles any additional effects, such as delays, reverbs, etc.
The main drawback: The HX Stomp's physical output is now the Send output rather than the Main Out. This means you can no longer use the HX Stomp's headphone output for monitoring. You would need a mixing desk in between to monitor the signal, since the Send outputs aren't designed for headphones and are unbalanced, as you all know.
Regarding latency: The latency is low enough to make playing possible, but you'll need to try it yourself. Whether it's acceptable depends on how sensitive you are to latency. Personally, I don't like it, but it's still playable.
This setup is only necessary if you want to process the NAM signal further through the HX Stomp. Otherwise, you can post process the signal directly through a mixing desk or use another routing method.