Not sure about the effects. I do believe there is a way to hear them without “printing” them onto the recorded signal, I’m just not sure about it as this is something I have never had the need to do.
Re: the pre’s and so forth: Well, if you’ve already raised the signal level via an external pre you’re not going to be doing it again when it comes into the HD. The R24 pre’s seem pretty clean and I don’t think impart anything much by way of coloration so I don’t think it would matter, but you can basically ‘shut them off’ (or, more technically, choose not to use them) on a track by track basis. There’s a whole series of effects algorithms which include a ‘mic pre’ algorithm that you can choose from when you configure a track for recording – this is where a lot of the effects, etc, can be chosen (there’s compressor’s and de-essers and stuff like that you can assign to a mic pre, plus weird effects), plus a lot of preset configs you can choose from. I think you can download a pdf of the manual at the Zoom website to get an idea. But basically you could set it to bypass any ‘processing’ or include any level of processing you might want. This probably varies by HD type/model – I didn’t necessarily mean to imply that killing phantom power was universally the same thing as ‘no mic pre’ – sorry about that.
I pretty much always record it as dry as possible and deal with the other stuff in Cubase, it’s easier and more versatile.