I'm trying to work on a live set with just the SP 404sx but I keep running into this problem. I'll have multiple samples playing/looping at once and I want to edit/put an effect on one of the first samples that I triggered, but as far as I know you can only edit the most recent sample you triggered. Hitting the sample that I want to edit will cut the loop though; not very ideal for a live performance. Is there anyway to 'select' a pad without having to turn it off?

Use the remain touch. Press and hold the "remain" button and select the pads you want to apply the FX to (you must have apply this effect before to the last pad you have triggered...). It's work to put an FX on a pad you play a long time ago...