This is my setup through the effects loop out of a JCM900...

Boss Tuner > Digitech Whammy > Boss DD6 Delay > MXR Phase 90

Now, when I turn on the Whammy I lose a noticeable amount of gain but I can deal with it. Then when I turn on the Phaser I lose a lot. The Delay pedal doesn't lose any tone or gain at all.
None of the pedals are run on batteries they are powered through my pedal board. Could that be the problem maybe? I don't know...

Is this normal? Help? Please?
i wouldnt expect that from the whammy but the mxr pedal is certainly less surprising. many pedals are notorious for either signal degradation or just plain old poor contributions in the tone department.

the only way to avoid this is try it out before buying them.
2005 PRS McCarty (20th Anniversary Edition)
Custom 67' Tele w/Bigsby
Gibson Les Paul Double Cut Standard
Larivee Acoustic
Fractal Audio Axe Fx II
Apogee Ensemble
Yamaha HS80s
I've seen a nearly identical set up to the one you just listed used by Augie in The Hard Lessons... He uses and JCM 900 Half Stack...

Various Telecasters -> Tuner -> Whammy -> Crybaby -> JCM...

All in front of the amp. They didn't seem to affect the tone in any way they weren't designed and/or meant to. So I'd recommend to just try and put everything up front and see if that takes care of your problem...
Your gonna want the tuner to be the first thing your signal hits then the wammy then the amp. Keep the delay and phaser in the loop. So how it does then.