Suppose I load up all of my Waves CLA classic compressors in a Prochannel FX plugin Chain.  I leave the plugs disabled in the FX Chainer.  Do I lose any CPU headroom having them sit idle in the PC?   I would guess that there wouldn't be any hit on the system until they are enabled.

Most plugins that you disable won't use any processing.
The quick group feature comes in very handy this.

I thought the same - not much of a hit if they're disabled.

I wanted to set up the FX Chain to have the Mix Control Pro Channel Strip, Overtones PTC-2A Pultec and SPAN come up as defaults (disabled), but after "set modules for default", inserting a new audio track just brings up an empty FX Chain.

Oh well, would have been nice.

I'm also wondering about delay compensation.  It would seem to me that delay compensation would have to be in effect even when a plugin is disabled so that it would be ready if you enabled a plugin while playback was going.  Looks like I will need to do some experimentation.

I ended up setting up the default PC to have an empty FX Chain module, then made a slew of FX Chain Presets in various combinations.

Since an FX Chain Preset ~remembers~ the settings of the individual modules inside that chain, this is working out a LOT better than my original idea of having a stock set of FX in a chain.

e.g. FX Chain Preset for rendered audio "Drums; Slate; Kick" is a lot different than "Drums; EZX; MM; OH" even though the same modules are in the Chain.
 

Just a couple of mouse clicks away to applying that preset to that track's empty FX Chain module.