Is the a way to change the order of effects over multiple clips at the same time?

Only if they all have the same set of settings on the same effects. In that case, you can re-order them on one clip. Remove all effects from the others, and select all those effects together on the first clip, copy, and past them onto the others.

There isn't any way to say select the Transform effect on multiple clips and move it up/down in the layer stack.

Neil