You can definitely use in/out 2 for pedals. However you're still going to run into the same thing. If you put a pedal in input/output 2, you can have that loop active or not depending on which scene you're on. the scene still won't "remember" that you changed its state.
It sounds like what you're wanting is kind of an auto save feature. Or, in the case of the CSs, a "Last in scene" option in addition to on/off/last.
Still, I think it bears some consideration on if you really need a scene to remember the last state you left that scene in.
Are you wanting to use this idea live or...