Yay for you. Guitar players take note!!!
Keep plugging away as appropriate.
Some fx sound really nifty solo and wash out in the band mix. That's just how it is. If the juicy bits are in the guts of the guitar range you're going to need to be playing something really interesting when they are not.
When I played in a three piece jazz outfit I found everything had to be made slightly cartoonish and aggressive in order to hold my own yet not be overblown with volume.
A key part of that was setting up to get touch overdrive without adding massively to the volume. So quiet, louder, louder still, pretty darn loud clean, then overdriven coming on only fractionally louder.
The fx were set to output essentially the same volume off as effected, very important! If an effect can't do that it's dead to me. A little overall gain is ok but many won't give you anything fun until it's cranked.
I had a clean boost in front for when I wanted a bit of extra oomph.
If you are set up like that you will find it easier to futz about with your individual pedal settings in rehearsal. A little change here and there won't cause you to drop out.