AARGHHHHHH Reaper always opening a plugin window when I click the FX button

No. but it does stop you having to 'close' it.

Embedding the bridged programs works excellent. Open a plugin window and select the first plugin and hold shift and select the last plugin so all the plugins are selected and right click on them and select "run as" and then choose embed and the problem is fixed.

You could try showing the fx in the mixer (right-click mixer->'show fx inserts when size permits'). Then you can rearrange the fx directly there without opening the fx window.