I am so frustrated....

[Rex]

I don't think that this is possible with external drives (Distortion/OD/Boost) because the input of the Axe-FX is set up
for "unity-gain" (someone correct me if I'm wrong).

The "unity gain" feature means that, if you feed a signal into the Axe-FX and have nothing but shunts all the way through to the output (no amp sims or anything), then the output level will be the same as the input level, if you crank the output knob all the way up. As soon as you add an amp block (or anything with gain), you don't have unity gain anymore. Either way, unity gain doesn't get in the way of using a drive pedal.