I don't understand the question. The only thing that I could figure out was that the title and your description of the issue don't seem to be talking about the same thing. One is about saving smart filters and the other is about applying one effect to multiple layers easily, I guess. — I think you might want to make a few edits to the question. maybe it would help if you write a list of things you want to do And why that is not working for you.
Commented Aug 15, 2019 at 6:04I do not believe it is possible to save a smart filter stack in an easily-accessible manner.
What you can do, is create a template image. Create a new document with layers containing your smart filters. When you need this "stack" of smart filters, open the template image, copy the layer to the document you are working on, and then copy the smart filters to the layer you need.
Yes this is cumbersome. However, I think until Adobe implements some sort of "filter styles" saving, this is about the best you'll get.