Is there any way to add an effect control to all clips in a sequence? I am doing a color change with the RGB Color Corector and dont want to select every single clip and make the same setting. Or of there is a way to combine all clips into one with have to render a new video that would be easy also.

any ideas?

Nest the sequence into a new one, then apply the effect.

Another easy option:

1.- Right button over the "customized" clip ---- Select "COPY".
2.- Right button over the "non customized" clip ----- Select "Paste Effect" or similar word (I don´'t remeber the exact word).

Result: clone the effects clip to clip very fast (also position, etc.).
Good way, and fast, to clone effects on few clips.