Hello ! And welcome on Arturia forum.
Unfortunately, there no embedded DSP in our current audio interfaces yet.
I think that you speak about the VST that are bundled with the interface. It's free VST, but that's not embedded FX.
On AF Studio, there is I think at least two way of doing what you want, but either of them will add additional latency because the FX will not be processed in the interface, which force you to process the reverb into the DAW and route this track back to the singer headphone.
Cheers