I am currently working on a documentary using hitfilm3express and I wanted to know the workflow
Story, storyboard, filming, cutting, export....famous
Big question with many answers and without knowing the full situation I can only offer suggestions.
So you could load all your footage / media into the editor lay it all out, put your cuts together and generally make things look ok. Then you can right click on any media in your timeline to turn it into a composit shot and add what ever effect you need.
Or you can pick your scenes and work on each scene as a composite and then tie them all together in the editor. You might want to remember to grade the final look in the editor so it applies to all your media.
Or you can layout your scenes as a list and then pick and choose the ones that need VFX or grades then export these back out to add to your edit. (in whatever editor you prefer).
Things to consider are your complexity and size of your movie vs your computer power, you might find it grinds to a crawl.
Most documentary filmmakers start filming and then figure out the story from the footage instead of researching, developing, and planning a story before filming.
Personally, I prefer the research + plan first approach. Otherwise you end up with so much footage that it will take you weeks just to review and catalog before you even start any editing.