Re: Educate me...pedals and the volume knob
Guitar pedal compressors are not designed as a kind of mastering or signal levelling tool. I think you are asking too much of it for that application.
Ross compressors and orange squeezers and all the rest are really just there to take the hard peaks out of your initial pick attack and boost the compressed level a bit to increase the sustain coming from the rest of your chain. Their threshhold is pretty low, and geared towards a clean unmodified guitar pickup's signal. Pedals like a ross are best suited to lower output pickups too, so modern pups like JB's and the like are often a bit too much for the compressor to work as it is designed because they bang against the threshold pretty hard.
The trick with compressors in this usual application is to turn the threshold knob up until you can hear it working, then back it off just a hair. The volume is up to you. A lot of people use the compressor's output to hit preamps or even dirt pedals a bit harder too for a sustaining lead boost.
Running it after a dirt box will work of course. It will just not give you the subtelties they are renowned for. Especially as you have not only boosted your guitar signal with the dirt pedal, but you have compressed it as well via your clipping. There are no rules in making art and beauty is in the ear of the player, but i dont think having it late in the chain allows the pedal or the player to sound their best.
Using it as a master volume will work too, but again. Its not what it does best. Bear in mind also that dynamics are crucial to making music sound interesting, and having a extra volume kick when you stomp on your rat or tubescreamer or whatever is a good thing. How much extra of course is governed by your level control on those pedals. Its pretty pointless when the drummer drops the clutch for the rocking part of a song, and your guitar just gets left behind in the dust sounding like its coming out of an FM radio. The changes in gain levels and subsequent timbral changes and harmonic content are good things too.
Volume boosts and drops, and changes in tone and dynamics are bread and butter for a good musician, and its better to be flexible and have trust in your ears to make subtle changes on the fly rather than looking for a way to make everything flat and sterile. Simplest is always best. Better guitarists than you or me have worked this stuff out years ago. Use the stuff as its designed and it will sound good if you play good. If it doesn't sound good, then you need a different tool for the job at hand.
Re: Volume pedals...you can put one of those anywhere you like in the chain. For me, early is best because it then works like a foot controlled version of your guitar volume and you can use it to manipulate gain levels as well as volume. Going from what i can gather from your initial post tho, i think what you might be looking for is a volume control that has a minimum level, so you can kick it on or off and have a preset volume level and have it plugged in further down the chain (ie after your dirtboxes) if that is what you want. I'm guessing you want the same dirty sound for rhythm and leads right? If this is the case, the something like this will be perfect:
http://www.morleypedals.com/dpvo+.html
both because it has a minmum volume control and also because it buffers the signal so you will get the same sound regardless of where you set the volume - especially if it comes after your dirt sources.