Are you talking about the clips in the top track of your picture? See this page in the manual for the terminology used in Audacity.
The first four of your effects will likely be applied they way you want because they are either a) dynamic (respond to the momentary sound - noise reduction, limiter, compression) or b) change the tonal balance (bass and treble boost).
Normalization is different. It assumes you want to adjust the level of the entire track so that the loudest portion of the track is at the highest possible value without clipping (that’s a bit of a simplification). So it looks at the levels throughout the entire track then amplifies the entire track as much as it can based on the maximum level it found.
Note that in this case “track” means the thing you call the “horizontal timeline”.
So you can do the first four effects on the entire track, but will need to do normalization on each clip individually.
It’s a pain, but by the time you write a macro you could do it manually (unless you intend to do this kind of thing a lot). Double-click on the first clip and do Effect > Normalize and choose the settings you want. After that double-click on each clip then do Cmd + R (Repeat Last Effect) to apply the Normalize effect to each subsequent clip with the same settings.