Noise Gate and Volume pedal question?

Maybe your problem is as simple as pedal "Chain order" meaning the sequence in which the pedals are hooked together. General rule of thumb here is: Guitar > volume pedal > multi-effects pedal > amp. There are a few "Variables" involved for sound tailoring , but the basic idea is that the volume pedal is first in line to control the signal of the guitar output. If you run a VP after the effects unit , you're just controlling the dynamic level of the whole mess before it, which is guitar signal PLUS the multi-effects unit , meaning you are only lowering the volume not the overall dynamics. There's so much other criteria as well , such as if you're using and amps gain / distortion functions , and the use of effects loops (if you have one) and a lot of it falls under individual tastes , but there are some easy general rules for a basic "Good Sound".