I have tried to find out but I can’t seem to figure out how to apply the same adjustment effect across the layers I have selected. No matter what I do it just seem to apply only to a single layer.
I am not talking about multiple cells or frames, but layers.
just select the layers you want to apply the effect to. there’s a catch though: the preview of the effect is shown only on the last selected layer. 
Also be careful to select cels, not layers, if you have multiple frames, to avoid applying changes to all frames of selected layers.
Oh, I see. So the effect actually applies to the all layers I have selected? But only showing preview to the last selected layer? Wow… ok, so that is what was happening…
I think the preview should “really” show for all the layers I have selected. It is mega confusing to only one and not a very good overall view of the final effect that I am applying.
Is there plan to add preview support for all the layers in the future?
yeah, i agree. there are some plans to rewrite the renderer, but i don’t know if it will address this issue as well. we can hope it will.