external outboard effects defined under F4 Audio Connections are not saved within a Profile. They are stored separatly:
C:\Users\Username\AppData\Roaming\Steinberg\Cubase 15_64
as External Plugins.xml
On Mac, you’ll find this file in your preferences folder, too.
If you are on Windows there’s a very handy backup & restore function that takes care of all major Steinberg related presets and then some:
If you are on a Mac here’s another script by @Flaming_War_Pig that inspired the script above: