That is one counter-intuitive and non-user-friendly way of implementing multiple effect columns. Luckily there are better ways.

Luckily there are better ways.

Tell me about these ways.

Actually having more than one effect column (optimally a configurable amount) available.
However, I have outlined why this will not happen in the very near future: https://forum.openmpt.org/index.php?topic=5517.0
Your approach is affected by exactly the same issues outlined in that post.

implementing multiple effect columns.

The main goal of this feature is reducing amount of time-wasting copy-pastes, multiple effect columns are just an addition.

Actually having more than one effect column (optimally a configurable amount) available.
However, I have outlined why this will not happen in the very near future: https://forum.openmpt.org/index.php?topic=5517.0
Your approach is affected by exactly the same issues outlined in that post.

tl;dr
Please, tell me how to combine Fxx and Zxx effect in one channel.

It leads to the same problems though, and in case it was not clear: I do not want to support the mess and legacy of having more than one effect column available (even if it's just a "byproduct" of your feature request) in the future without having clearly defined rules.

Please, tell me how to combine Fxx and Zxx effect in one channel.

1) Volume column f/e + Zxx
2) Control the filter through an envelope

Volume column f/e

What if I already use other volume commands?

Then you have option 2 (you can always duplicate an instrument to have more filter variations available). Look, I know the current effect columns are very limited in some situations, but that doesn't change the fact that I will not accept half-baked replacements. I only accept proper solutions - and this is not one, because it comes with the same problems that that I would have to solve with a proper solution anyway.

http://pastebin.com/0aXzjyQ1

Also, look at what I said before.

The main goal of this feature is reducing the amount of time-wasting copy-pastes.

you can always duplicate an instrument to have more filter variations available

Instrument filters and pattern effects are different. Copying instruments? Even my suggestion is less complicated.

I only accept proper solutions

What does the proper solution look like?