I've seen lot of custom made presets for Premiere Pro or Final Cut that can be easily downloaded and used just by simply drag and drop the FX into timeline. This is one of the biggest advantage to save more time in editing.

The empty event inside VEGAS Pro can be used to store FX Data rather then doing nothing (I used it to add timecode lol) and the FX inside it will only affect 1 layer below it. Something similar to adjustment layer but you can used it to save as your own custom made presets. What ever keyframe you make inside the empty event will be automatically adjust its positions if you decided to make the empty event last longer (maybe the original saved presets was 1 sec, you can stretch to 3-4 seconds and the keyframes will change its positions to suit with the length).

The Saved custom presets can be also shared with others by using Presets Manager 2.0

Or maybe Magix can came out new Presets Exporter for VEGAS since the presets manager 2.0 cant even organize the presets into its own folder. Everything will be dumb into main Filter Package folder. (Same goes when you export the presets)

The current style of saving a custom made FX by using preset chain is kinda outdated and clumsy. If you decided to add more presets in 1 video, it will replace entire FX you have added in your video.

If Magix can introduced this new functionality I bet more people will be using VEGAS Pro.