You want same effect on all instruments for a whole BB-track?
For that you need to route the individual routed FX-bus' to one single bus in FX-Mixer. On the single FX-bus, you then inserts the effect(s) you want for all of the instruements, and then route this collective bus to Master.
Are youi familiar with using the Mixer
https://lmms.io/wiki/index.php?title=FX_Mixer