You can not have more than one effect in a performance; the XP-50 only has one EFX processor. You can adjust how much each part will send to the EFX.
On the XP-60 you can choose to save "song+sound" when you save a sequenced song to floppy. This saves the performance along with the song, and it is loaded into the temporary memory whenever the song is loaded. I have not checked if this is possible on the XP-50, as I do not own one
If the performance uses user-patches, it is of course important that they are in the user-memory.
Stig