VirtualDJ supports VST effects and even instruments.
And there are thousands of available effects. Some are free, others are for purchase.
Resources for free VST effects can be found on many sites, for example https://vst4free.com/, https://www.pluginboutique.com/, https://www.kvraudio.com/plugins/the-newest-plugins etc.
Add a VST to VirtualDJ
To use a VST effect with VirtualDJ simply install the VST on your computer.
Then copy the DLL file (Windows) or VST file (MacOS) from the VST install directory to VirtualDJ plugin directory found at /documents/VirtualDJ/Plugins64/SoundEffects/.
After that, the effect is available in VirtualDJ just like the native standard effects.
Keep in mind you need the 64-bit version of any VST effect to use with modern 64-bit version of VirtualDJ.
Common install location for VST
When you install a VST effect, it usually installs itself to "C:\Program Files\Steinberg\VSTPlugins" (Windows) or "Library/Audio/Plug-ins/VST" (macOS).
Alternatively at one of the other common locations, see here:
macOS : https://helpcenter.steinberg.de/hc/en-us/articles/115000171310
See a user made tutorial here: