Depending on what you’re doing, it may be more convenient to use a Select statement.
Like you Alfonso, I don’t have fixed parts for songs (improv based performing), but I do have a good idea of the instruments I’ll use in a song. I use GP in a manner I’m sure is not recommended (and probably frowned upon by long term GP users) but it really suits me. In a nutshell, I use one rackspace which contains all the instrument configurations I use. Every instrument has a bypass switch. To play a particular instrument, all I have to do is un-bypass (solo) it. In the Setlist view I use a song part for each instrument within each song (so instead of song parts, I’ve got bass, eguitar, organ etc). I then use the snapshot function to capture the settings relevant to the instrument & FX for that “song part” (which is actually an instrument “patch”, not a song part). I don’t need song parts in the typical GP sense, so I found another way to use that function which suits me.
I’ve found it to be rock solid stable, with instantaneous switching between songs & parts (instruments).
It doesn’t allow me to load presets as per your query, but effectively each song part becomes an instrument preset, including FX configs. There are some complexities & limitations, but no showstoppers. Mostly plain sailing. Although I’m sure my needs could be achieved in more typical ways in GP, this approach works exceptionally well for me, so if it aint broke, I ain’t gonna fix it.