there are effects, you should use before the input of your amp, also others that should ONLY be used in the fx loop of your amp.
In front:
Guitar => Fuzz => Buffer/LineDriver => WahWah => Compressor =>
Distortion/Overdrive => Amp
In the Loop:
Send =>Pitch Shift => Modulation >= Delay => Reverb => Return
It would be useful to know what kind of jcm 800 you have
If its the reissue from 2003 you have an fx loop
even the old Jcm 800 lead series has one.
So when you go: Guitar -> Axe-Fx -> Output 1 -> JCM input
you should only use effects that go in front,... so no delay, pitch, mod or reverbs. otherwise it sounds really crappy.
I have to admit, thee were some guitarplayers that used predelay o prephaser but its not the common way to do so.
Make sure, you have poweramp active, cab and amp bypassed in global settings AND remove the amp/Cab block completely from your grid.
Using Guitar -> Axe-Fx -> Output 1 -> JCM input,
your grid should look like this:
If you find out that your amp HAS an Fx loop, make sure that it is a serial one not a parallell, otherwise you will get some rly bad sounding noise out of your cab =)
but if everything is right, your grid can look like this:
This is a Preset I use with the Ultra only for effects, and my Tube amp, a
Hughes&Kettner GrandMeister 36
I hope I could help to solve your problem.