Jim, you're right changing just the voice numbers doesn't bring in all the effects.
On the other hand if you change a voice by pushing a registration button the reg. sends the whole string of data necessary to set up the voice effects. Hence you can change voices via registrations when recording to a sequencer and they'll turn out OK.)
So you could try sending your voice changes in that way.

I think there may be utility programs that address the issue - perhaps PSRUTI??
Not having used it myself I can't be sure.

John