Yes, it is possible to save stomp or effects chains. But you can't save them both in one combined chain afaik.
Hold "Stomps" button to go to the slot (Stomp Chain) screen. The press store. Select "Stomp Modules". Give a name and press store again.
Do the same thing for effects chain: Hold "Effects" button to go to the slot (Effects Chain) screen. The press store. Select "Effects Modules". Give a name and press store again.
To recall them, hold "Stomps" or "Effects" button to go the slot screen and use "Browse" dial to browse through presets.
Hope this helps.