How to put sound FX in s. vegas clips?

Hi, I know how to put audio effects in the ,tracks" in sony vegas pro, but how am I supposed to put audio effects in audio clips themselves and is it possible (by clips I mean things you create when you simply split up a single song into multiple parts) ?

For example there is a audio of a person talking and I want to have 3 different audio effects, if I wanted to have 3 different video effects I could do it easily by splitting the video in 3 parts and simply adding the effects to those videos without having to make additional tracks, right?

But there isn’t such an option for audio clips or is there…, it would suck to have to make 3 or 4 different tracks for every single small effect…

I’m not familiar with Vegas (well, not any current version) but in the other NLEs I use, you can’t just “add” things to component clips. You build your timeline of clips and audio and fx and titles on parallel tracks, and then you can output any segment to get a composite. It’s sometimes worth doing that to build a complex little fx sequence and then take all the overhead out of a production.

In Premiere, you can also embed one timeline in another, as a complex “clip” in the second TL. I avoid using that for complexity reasons.