It’s been a while since I’ve dug deep into GA, but I think there’s a setting in GA that expands all its internal mixing onto the Cubase mixer, and I do mean ‘everything’. From there you should be able to use your third party plugins.
Right click one of the kit slots, and choose ‘export to mixer and fx to cuebase’.
Now notice how a new bus entry shows up in my Project View called “Kit Mix”, and it’s all expanded out in my Cubase Mixer. I’m easily able to drop a 3rd party instance of the Reverence reverb plugin from Waves, as I’ve done here for the Kick drum channel.
Also take a look at the mixing console strip, and you can see that the internal effects (EQ and compressors) this particular kit used are also present in the export process.
Some kits might have multiple busses routed into yet more busses, etc.
Note, the Mixing panels inside Groove Agent itself are no longer active once it’s been exported.
Back up your project first and try it with care, as last time I stumbled upon it, I didn’t find any easy/obvious way to undo it. It probably exists somewhere, but I haven’t really taken the time to figure out if there’s a way to undo this.
I do know that if all those faders get in your way, you can show/hide them in the left ‘view’ panel of the Mixing console. You can have 3 independent mixing layouts at your fingertips with Cubase as well, so that can help get things under control if a kit throws up scads of new channels.
Other methods exist without expanding as we did above. Some agent kits aren’t as flexible in this respect, but many kits included in GA will allow you dig around inside and divert individual mix buses, or individual pads to their own independent outputs. You can also manually add busses to the mixer through the GA UI in 'open or non-agent kits (the ones without the fancy macro page, and instead show waves and settings for those in the edit tab), and send instruments through them.
Right click the top right corner of AG, and activate more outputs.
From there, you can reroute things from inside GA kits, using the GA UI to your new outputs, and process them there.