Phase and time
You have asked a complex question, but a timely and important one. First, please understand that filters and drivers have roll off. A first order roll off is 6db per octave. Each order adds 6db of roll off. So a fourth order filter rolls off at 24db per octave. Say you have speakers that roll off at 12db per octave at 60 Hz (second order), then the speaker will be 12db down at 30Hz. Assuming that a filter is set in the region of the cut off of the driver the order of roll off of the driver and filter are additive. Unfortunately manufacturers specs are not adequate or helpful in this regard. However if your speaker has a port, then it will roll off at 24db per octave below the manufacturers stated F3 point frequency. If the speakers are sealed they will roll of at 12db per octave.
Now analog filters have 45 degrees of phase shift per order. Low pass filters (connecting to the woofer) the phase shift lags. In high pass filters the phase shift leads. So if you have a second order roll off on the high and low pass filters, the drivers are 180 degrees out of phase at crossover. So there is cancellation at crossover. Digital crossovers can be made with zero phase and time shifts. Analog filters have the same phase shifts whether active or passive.
Now to the sub woofer question. Ideally you want to splice the roll off of the subs to match the roll off of the main speakers, both in terms of frequency and order. In other words if you have ported speakers, you want the sub to roll off fourth order at the F3 point of the main speakers. This is important so as to not have irregular bass response that can interact in a negative way with room effects.
Now to phase. In the example above if the analog filters are used to the sub, and the roll off is optimal fourth order then the sub will be 180 degrees out of phase with the mains at crossover. There will be highly audible cancellation. I believe many systems to be improperly set up in tis regard. The connections to the other speakers need to be reversed if the phase of the sub can not be reversed.
A word about subs. Some subs use coupled cavity designs. If your sub outputs only via a port, and not from the driver cone directly, you have a variant of a coupled cavity design. Space does not permit me to go into this in detail, but in the crossover regions these designs will have second, third or fourth order acoustic roll off depending on the design. They will also have phase, and time shifts to match. The distortion of these designs is huge and increases hugely with order. In my view only second order coupled cavity designs can give just acceptable performance. I regard the other configurations a low Fi.
Now the point of all this is, that I have come across many installations were phase was not checked in real life. This is a vitally important and usually missed step.
Drive a signal from an oscillator, or CD with sine wave tones, at the crossover frequency of sub to main. Start with the sub turned right down. Then advance the volume of the sub, and see if the sound output increases or decrease as you turn the volume up. If it decreases as you turn up the volume at any point the sub and mains are out of phase, even if every thing is connected correctly, red to red and black to black. Reverse the phase to the sub or main speakers, not both and repeat. This time the sound will gradually increase as you turn up the sub. There will be NO NULL POINT.
I can't stress how important it is to do this. I have an idea, that may be as many as 50% of systems may contain this serious error. If you correct it you won't believe the improvement.
One other point, amps confuse the issue also, as many amps have the input in phase with the output. Many however have the output 180 degrees out of phase with the input. The manual does not usually state whether the output is in phase with the input or not.
When cascading filters, the orders of the filters and phase shifts are additive. I strongly suspect the comment about reduced output, with cascading filters was due to creating an out of phase situation.
As you can see there are opportunities galore to make a serious mistake. Fortunately checking for, and correcting this all too common error is straight forward.