I've learned to put more manageably lower volumes into plugins so they can operate at their maximum in my DAW.
So I check input meters religiously now, or put such a meter before
Is there also an issue with jacking up the gain of one FX before another, or even going into your first and only FX with too high a volume?
(In other words: does a very high input volume affect the FX you chose negatively, and therefore you should go in with a lower volume for maximum sweet spot?)