Thanks for the interesting puzzle. Bose Speakers systems don't follow conventional setup procedures as they use their Sub to filter the frequencies going to their little Cube Speakers, as their Sub is passive (no amplifier built in) and it uses the amplifier in your receiver to drive the Sub. So you'll need to experiment if you want to use the Klipsh Sub (What model is it?).
I'd be tempted to first hook it up as per the Bose instructions and leave the Klipsh Sub disconnected. Then listen to them with a good source (CD, Blu Ray, FLAC, etc.).
Then I'd direct wire the little Cube Speakers to the Denon with the Klipsh Sub connected by an RCA type cable. Try to position the Sub near the center Cube Speaker. I'd set all the Cube Speakers to small and crossover at 200 Hz. Feed the LFE signal to the Klipsh. (This leaves the Bose Sub out of the picture.) Then run Audyssey on the Denon and see how it sounds with the same source. Which do you like better?
If you are looking to to try both Subs. I'd try to set it up as per the Bose instructions but turn the Subwoofer on and direct the LFE to the Klipsch.
These setting may need to be tweaked once we know the Sub model and it's capabilities.
This should be a fun experiment.