Hey El, Wah I'd put before MP1, or in the MP1 loop but not after. I'm all for keeping the MP1 outs direct to power amp, not chained through anything, I go via a mixer (as you know) so I can "mix" in line level effects but maintain the analogue signal to the power amp (moreover I'm applying those FX to the line level distorted MP1/2 tones, like a PA mix).
With instrument level effects (wah, delay, chorus pedals etc) obviously they go better (in the gain structure) before the MP1. You can rune them in the MP1 loop (so the signal is preamped and tubed/distorted already) and as you say that will sound different as they are applying them selves to a pre amped signal rather than a straight guitar signal. But the MP1 loop will "buffer" them as is an active circuit and you can adjust the gain.
Each device you are thinking of probably needs it's own consideration as to where you put it. You could run a wah in the loop, but just as easily before MP1. The only real difference running things in the MP1 loop or in front of MP1 is the input to the MP1 (how it's affected, e.g. to much gain hits it) and the signal the devices are effecting (as you can run the loop at inst level). The loop is serial so apart from the level buffereing, the signal is routed through the device/devices and back (you now have no direct unpolluted MP1 signal), however, you can use the Art splitter mixer (or similar) to make the loop parallel (i.e. mix them into the signal).
To make a switchable effects loop before the MP1, you could make/adapt a foot switch thingy that has: guit input jack > output select switch (which is wired to out jack socket), loop out jack (parallel off input jack) - loop rtrn jack > output select switch (which is wired to output jack...) so output switch switches between the 2 signal paths. This is passive though, not buffered and you'd have to get all you gains worked out with what goes through the loop.
You could complicate it further by having A/B or A + B switching. i.e. MP1 direct only (A), MP1 through loop only(B) or MP1 direct and loop to output jack (A+B).
If you want it buffered and tidy, you could use the new ADA APP1 before the MP1 and use it's loop, careful with the gain however.....