One option you could try is Nesting the clips. To do this select the clips you want to Nest and right-click, Nest (this can also be done with a single clip). This turns the clips into a single video and linked single audio track. To edit the contents double click the nested sequence and the sequence with all the correct layering etc will be within that. You can probably then apply the effects to the selected nested sequence all at once, including speed changing.
An alternative route is to create a new sequence (File-> New-> Sequence) and import the content as usual to that sequence, then import the new sequence into the master sequence via the project panel.
NB: This can also work with multitrack videos
You can also find information about this at:
https://tv.adobe.com/watch/learn-premiere-pro-cs6/nesting-sequences/
Hope this helps
This attached image shows my use of Nesting
