As far as the Mix change thing goes:
I have no idea how to switch to Mix mode via MIDI - there might just be a simple SysEx message to do it. I just set the QSR in Mix mode and set the MidiMixSel channel to something odd, like 11. Then when I want to select a new mix in a song, I can send a program change message thru Midi. The MidiMixSel option is under the Global edit menu on the QSR.
As far as the Program integrity in a mix:
When you set up a Mix, you can only have one effects channel. Four buses, but only one channel, so four buses TOTAL. The thing is, you have to use the effects setup from one of the programs you are using. This means that the best way to use the effects processor is to set up one channel with a User Program that has just the effects you want and then set the Mix to use that channel for effects.