I'm a pretty novice Virus user too, so I'm not 100% sure I'm telling the undying truth here
:
Do you record in Multi-single mode? If so, you are limeted to one global delay effect. I don't know why they have this limitation since it's not a problem on another VA like the Novation Nova.
If you need different delays on your different sounds, you will have to record one instrument at a time I think...