Hello, thank you for your feedback.
Now you can availavle from here:
https://rekordbox.com/en/support/manual.php
There is no way to change the assigned CFX.
This means you need to use your laptop to change them.
For external LINE/MIC input, you cannot use crush or any other CFX except for FILTER.
This is due to the restriction of hardware.
To show/hide FX panel, you can use PANEL SELECT button on SX/SX2, as shown in 1-25 of the following pdf:
https://rekordbox.com/assets/diagram/en/DDJ-SX2_Hardware_Diagram.pdf
Thank you.