Can I connect the same device to my receiver via using BOTH HDMI and analog?
Yes, but you have to connect them to different inputs on your receiver.
For example, I have HDMI from my BluRay player to the AVR "BluRay" input.
I also have analog outputs from my BluRay player, but connected to the AVR "CD" input.
When I play a BluRay movie on the main HT system, I select "BluRay" for the AVR input.
When I play a CD over the main HT system, I also select "BluRay" for the AVR input.
BUT, if I want the movie OR CD to play over my Zone-2 wireless headphones, I turn the AVR Zone-2 on to the "CD" input.
The BluRay player, (OPPO), sends both the digital signal over HDMI and the analog signal at the same time. But the AVR is not smart enough to understand sending digital to your HT and analog to your Zone-2. So you simply connect them to different AVR inputs and select them separately.
I can turn them both on, and often do. If I'm watching a movie or TV, and want to walk out on the porch to smoke, I turn on Zone-2 while the HT is playing inside, put on the headphones, and walk outside. I can see the TV through the window, and hear the audio without pausing the show and making my wife wait for me to come back in.