What are your speakers and subwoofer(s)? How big is your room? How far do you sit from the front speakers?
I would blame Denon for setting your speakers to large. Even with truly "large" speakers I always go in behind it and set them to small. Otherwise you have no bass management (or bass, from your sub). As far as the out of phase warnings, again, need to know what speakers. Some will always give a false positive, like my Ultra towers do because of the way they're wired and have dual opposing 8" drivers.
I'm curious about your settings. What's your crossover point? In the speaker settings under "Bass" does it say "LFE" or "LFE+Main"? For most circumstances it should just be "LFE". In the Audyssey settings there are options for "Dynamic Volume" and "Audyssey LFC", among others. Those should both be off unless you're trying to quiet things down.
When it told you your subwoofer was too high did you turn the gain down until it was happy? Once you do that don't mess with the gain (volume) dial on your sub again. I leave that as is and adjust through the menus if I feel the need to bump it up a little bit, which I always do!