Yup!
You can even throw them on the same single ShiftEventEnabled if you want, with two of the events starting enabled (the light and matching colorFX):

Since we have the three light outputs grouped with three colorFX outputs and have the enabled events spaced apart, this event order allows the cycle to always match the light output with the correct desired colorFX output (hence having
setColorFX -> Glow on there twice).
You could also achieve this using two sets of shiftEventEnabled but would still need the same number of colorFX outputs as light outputs or else the two groups would fall out of sync as it cycles.
Keep in mind that the order of the events is really important if you're doing ShiftEventEnabled with multiple things enabled! If you had two enabled events next to each other, they would still only shift down one at a time. This might work in some cases, but if we re-ordered these same events in the following order, it wouldn't sync up the light/colorFX correctly:

With the events in this alternative order, the enabled events are grouped together but still shift down only one spot each time which gives us some unwanted results.
Each activate in this alternative order would set the brick as follows:First time: No Light with No Glow
Second time: No Glow with Player's Light
Third time: Player's Light with Glow
Fourth time: Glow with Bright Light
Fifth Time: Bright Light with Glow
Sixth Time: Glow with No Light
Repeat...