You can do both of these things.
1. When you record audio, unless your signal is being routed through some actual hardware, it will be captured before any processing. Even if you have inserted plugins and you are monitoring the recorded signal through them, the actual WAV file created does not have those effects on it.
2. When you re-open the Song file (or even right after recording) you can adjust the clip gain of that recording by clicking on the clip itself and dragging the gain up/down (it's the little square in the top/middle of the clip)
