If you have the sub connected through the sub out jack on the receiver and sub is on in the receiver menu, the sub is getting the full LFE signal but you have chosen to filter it out at the sub for sound above 40hz. On Dolby digital tracks you will get that part of the LFE signal on the mains so you are OK and not losing any information.
In a conventional setup you would bypass the sub filter to get the full LFE to the sub but you said it creates too many room issues for you doing it this way. Where you may lose LFE information is on DTS track though I'm less certain about that.
It seems to me now that the "unusual" large + sub setting, (which I never use because I'm trying to keep artifacts to a minimum), would be ideal for you if you are going to use both the receiver and sub filters. That way you don't lose any information because of the way you have engaged the additional crossover at the sub.
