It can be tricky to get the volume right with C4. Yes, there is an output volume for patches that works, and it's assigned to an alternate function knob on C4. But synth sounds are different than guitar sounds in terms of both waveform and the frequency ranges in which they operate. So there can be a trickiness with "perceived volume" and how that scales to different volume levels through headphones, PA/FRFR, or a guitar amp. I do find that the volume leveling is mostly trial and error.
I won't blab on too much more about HX Stomp, but one of the nicest things about running C4 into a modeler (with MIDI) is that you can set up patch-specific adjustments to volume and EQ, apart from effects, and then save those for future use. It's much easier to level volume this way versus plugging into a PC and trying to edit and save the patches on C4. One of the tools in Helix is a High/Low EQ Shelf (popularized by YouTube's Jason Sadites), where you set a frequency and then cut or boost the levels above or below that.
You could also just use an EQ pedal after C4. I haven't tried it, but I think that would be a pretty useful (and inexpensive) way to address the problem. Though you couldn't make per-patch adjustments that way unless both pedals were hooked up to MIDI. Still, it would allow for much easier control over EQ and level and you could use both pedals in an FX loop.