…should the volume always be up all the way on a sub?
Only if you are outside a safe distance from any structures.
When I got mine I misread the manual and set the volume knob to the 9 O’clock position (the manual said half way between 6 and 9). The very low frequency sound from the calibration disk started rattling windows, dishes in the kitchen and something inside the TV before I could find the pause button.
Assuming the orientation of the volume knob is that same on yours try setting it to half way between 6-9 O’clock. Crossover at 80 for all speakers. Don’t use LFE+mains or whatever setting your receiver has for sending the signal to both the subwoofer and the mains. From there you can try adjusting the subwoofer level in the receiver’s channel level menu up or down by ear until you hear what you like.
Another possibility is placement. Try waling around the room to see if you hear the rumble everywhere or just at your seating. If it sounds better in other parts of the room then tweaking the volume controls isn’t going to help much. If you can you might want to try other locations for the sub or move your seating a little.