Hello,
Basically the title, i need to add the very same bunch of color effects (which i then sometimes adjust if needed) on my whole project with about one clips per second. On 18 and below, i just select all of my clips and drop the effect on one and all of them then have the effect. Doesn't work on 19.04. What can I do ?

PS: if somebody has an alternative to groups as well, i'll take it, i really don't want to add ~8 effects one by one

This is not working. You can either drop an effect on the track header or on a single clip.

Should I open an issue for this?

I can do it. I just didn't know if it was an issue or voluntary. Thanks anyway

Edit : If anyone is interested i found a workaround, copy one clip with the effects then select all of the clips and paste effects

That's right. A week ago or so, I found a helpful video which covers this topic: https://www.youtube.com/watch?v=ZIDeUz-ohAI (author: Tux Designer).

However, with current version 19.08.3 (I did not compare to 19.04) I found a buggy behaviour.
I have a project where 8 clips of each 3.6 GB (originated from a GoPro camera) form a contiguous video. So I'm naturally interested to apply the same effects on all clips. When I group the clips together, and apply a "paste effects" to the next clip after copying the first clip into the clipboard, the effects are automatically applied to all clips that are part of the group (good to know). The problem is: If all individual clips already have effects, the paste does not replace the existing effects/effect settings, but instead they are contatenated to the existing effect entries.

At first, I did not recognize this (probably because it may have worked in substitute mode in a former version 17.x), and I ended up in a collection of over 200 effects for each clip... - due to each time doubling the number of effects while I thought that grouping made no difference.
A side effect is: When a lot of effects is defined in the effects window, the GUI takes waaaaay lot time for deletion of every single effect entry! Since it would take hours to remove all effects, I found a way to identify the effect entries in the project file. In the end, the huge effect list was decimated in a few seconds via the text editor.

better to use 2 tracks for common effects ... for example track 2 and track 3 ... in these track add effects directly on header. (and use track 1 for titles and track 4 for logos and subtitles) .. just an example.