The only way to do more than 2 fx on the 2500 is like what was mentioned, resample. Say you have reverb applied to your melody samples along with some compression. Just resample that progression as one entire sample with the fx applied. Now you dont need to waste your fx send on that reverb and compression anymore, now the 2 sends are freed up for what else you want.
If you don't like this solution, you could always upgrade to a mpc5000 and you will have 4 fx buses with 2 fx sends or directs to each bus which can be linked to each other, sent, or applied directly to a track/pad. Not to mention 40 additional fx than the 2500 has.