Using the direct outputs (not the main) on the V-synth, you can bring the sound back into itself and filter it again with 2 more COSM filters. This method uses a second layer as a gate which finally passes it to the multiFX.
1. Connect your direct ouputs to your L & R inputs.
2. Have a sound source on Layer Split 1. Set the output to Direct Out in the EFX setup tab.
3. In layer 2, turn on OSC 1
4. Change the oscillator to EXT audio input.
5. Play Layer 1 and 2. The second layer will gate the first.
6. Turn on COSM filters for layer two and go wild. Make sure the second layer is passing effects to the multiFX block.
You now have a patch with 4 COSM filters! You could also pipe your main output into the a second layer, which diverts audio into the direct outs if you want to gate reverb or the master effects. BE CAREFUL OF FEEDBACK. If you don't think things through, the audio will go through an infinite loop.
