Drag Track FX Chain to clip as Region FX, does not copy the effects only the container.
1) Track - Turn OFF FX Chain
2) CTRL+LM drag FX Chain to Clip
3) this will copy the contents of the FX Chain (not just an empty container)
https://s26.postimg.org/g4e69hje1/SX4_copy_FXto_Clip.gif
 
Another interesting (annoying) anomaly, when copy/paste a clip with region FX, the"FX" stops working. It has to be deleted and the above procedure repeated again!