Inserting the vsti as an instrument track works, but only midi omni then. I was using Sonar 8 for years and what I did was adding an audio track, then adding a vsti (Kontakt for example) into this track and in the same track one or more effects. So, every midi channel from Kontakt was affected by the effect. Now I thought it would be great to do the same with the PC FX because they are very cool. I am sure I misunderstand something... But what?

First off use the synth rack for synths.  Set the synth to use all audio outs. This will create a bunch of audio tracks all with their inputs set to the synth in this case of Kontakt, Each audio track can then go to a buss. That buss can use Pro Channel. MIDI tracks can then be added as needed to use Kontakt. 

Thank you, John! I will try that asap!

Problem solved! Works fine now. Thank you all for your help!