The simplest and most important obstacle you'll run into is the digital processors vs. parallel loop issue. Digital effects in a parallel loop that doesn't allow for 100% wet signal experience a processing lag that, although small, is enough to produce a very loud, very nasty phase noise that can make using them at all in that location impossible. The amount and type of the noise produced can vary from unit to unit, but usually comes out as a blaring, high-pitched sinewave, kind of like a cheap keyboard with one of the keys held down. At the very least, you'll want to set the loop mix on the amp's back panel at the full 90% to minimize this problem.
If you are lucky and that is not an issue for you, you may still face a secondary issue of the problem that occurs when you take an analog signal, convert it to digital via the use of a digital effects processor, then convert that signal back to analog at the output of the effects unit. So far, this much processing is unavoidable if you are going to use a digital effects unit. However, the problem begins to occur when you then try to take that reconstituted analog signal and run it through yet more effects. Each time the signal is converted from analog to digital, or from digital to analog, there is a small accumulation of digital artifacts in the sound, as well as a degradation of the original signal.
If you take the output of a digital signal processor, then run it into yet another digital effect of any kind, you are multiplying the number of times the original signal gets converted, and likewise multiplying the amount of digital artifact noise and degradation of the original signal. You will soon find the sound unlistenable for all the tone loss and extra noise it now carries. That's why, as a rule, you want to place digital processors last in the effects chain (and never in front of the amp), and you'll only want to use one digital processor in the chain.
For example, as a general rule, you would not want to place a digital effect of any kind between the guitar and a high-quality tube amp if you are going to be using the amp's distortion. This is because your guitar's signal will have already experienced some tone loss and the addition of some digital noise artifacts even before it receives its primary tone and overdrive from your amp's preamp. The sound may be thin and the artifacts will be multiplied, distorted and amplified even further by your amp. If you are going to be using a digital effect unit with your tube amp, put it in the effects loop where most of the tone shaping has already occurred and where artifacts have the least chance of affecting your sound.
You also wouldn't want to put two digital effects processors in your effects loop chain, such as a multi-effects unit followed by a digital reverb. If you do, the analog signal from your guitar and preamp will be digitized, converted back to analog at the output of the first effects unit, digitized again at the input of the digital reverb, then converted yet again to analog at the output of the reverb, all before it ever hits your power amp section. The results will be a tone that has characteristics of a great tube amp, but which sounds ultimately amateurish, digital and weak. Certainly not the way you want to sound if you've spent so much money on not only a great tube amp, but also on the effects themselves.
This digitizing problem is why a lot of pro guitarists still prefer to use boutique analog effects over digital signal processors, even though the digital units have come a phenomenally long way in the last several years from where they started. The analog effects, combined with the analog warmth of a real tube amp, just sound better, generally, and have a realism to the tone that digital units just have not yet been able to truly capture.