UPDATE:
Today has been a very productive day, as you guys have witnessed :-). I apologize for posting so much, but I want to make sure that I document everything for anyone who may stumble upon this thread.
Remember the problem I originally thought was being caused by the Wah pedal, and later discovered to be the Volume pedal? Well, it was neither! The source of that issue came about me incorrectly using a STEREO FX Loop instead of a MONO FX Loop. Each path in the Helix is a stereo path, so I was only hearing half the signal when using a stereo FX Loop (which explains the volume drop). It was a huge DUH moment, lol. But now that's behind me :-).
In regards to switching Kemper performances with my Helix patches, I discovered that pressing twice is just the way it worked with the HD500. I'm assuming there's just no way around that, unless someone knows a way. From what I've been reading, most people were using sequential patch switching with the HD500, where patches 1A-1D would change Presets #1-4 in Browser mode on the Kemper until reaching patch 16D on the HD500, which would go up to a Preset #64 on the Kemper. However, I'm finding that it is more effective to simply assign the same 4 (or 5 in the Helix) footswitches to always switch Performance SLOTS 1-5 on the Kemper. That way I simply bank up a preset (readies up a Performance), and then press one of the assigned footswitches to load the corresponding slot (which completely loads the Performance in the Kemper). I find this much simpler to program and its always consistent. Plus, this saves me from programming 64 presets and being limited to that number in the HD500 (which is a lot, but still). Perhaps there was a limitation in the HD500 that I don't know about, and that's why people did it that way? I have no clue.
Also, I was able to program the expression pedal so that simply moving it would enable the Wah in the Kemper, and then automatically disengage whenever I stopped moving the pedal. This is such a useful feature!! No wonder people have asked for it to be implemented in the Helix. BTW, I'm loving the Kemper's Wahs, especially the one called "WWAH Ibz Wh Ten". It's so dirty sounding, but in a good way. Reminds me of the U2 "Mysterious Ways" Wah tone. Very cool! I also went ahead and programmed the Tap Tempo to follow the Helix, but I'm not sure that's working exactly on both units. I'm assuming I have to set a timing master in order for them to sync perfectly, but I don't know how to do that. Any help there would be appreciated.
Lastly, have I mentioned how awesome the Kemper sounds. I haven't even delved into Comercial profiles, or even the free Rig Xchange profiles. The factory profiles sound great once you enable Pure Cabinet. This is the closet device to the real thing. I could probably make the Helix sound close, but there's that extra mojo that the Kemper has that I just can't get out of the Helix. Perhaps someone who is a bad ass at programming modeling devices can get there, but I sure can't. Plus I just like the fact that the Kemper just sounds good, given a good profile, and it's VERY easy to tweak to taste. However, nothing beats the Helix's UI. It's just the sexiest UI out there, without a doubt.
Anyway, that's it for now. Hope you guys had a Merry Christmas. I sure did!
EDIT: For clarification.