To put a different effect unit on each sequencer trig, you would have to manually change Part on every step, so this is not practicable.
If you want to change an effect unit’s parameter (for example, filter cutoff) to a particular value on every step, use parameter locks on the steps where you want the values to change.
If you want to manually vary the values of some effects parameters using the crossfader, load a Scene to a Scene slot, assign the value for the effects parameter to the Scene, and then use the crossfader to interpolate the value.
You CANNOT change the effects units (for example, change reverb to delay) themselves using Scenes.
You might find it useful to try out the Quick Start exercises in the OT’s manual (page 16), and to read through Merlin’s “Some thought’s on Elektron’s Octatrack” PDF document in order to understand better how Parts and Scenes work.