There is a limitation to how many channels you can use the DSP FX on. If you disable the DSP on channel 1+2, do the DSP become available on 3+4?
The manual also has a paragraph which states which effects and how many instances can be used. It may be what you are experiencing.
BTW, I have a UR44 so it might be a little different.
I have a UR44 so it may be different for you but I just checked and it does let me enable the channel strip on inputs 1-4 all at the same time so maybe your issue is something different.