Mains to run full range please, although I can only go by the manual I believe that is what the line out feed gives you. However even in the manual info is scant.
I can't think of a sub that actually has a line-level high pass filter. I don't see any reason to run the signal to the sub and back, so use setup option #1.
My main concern is the sound quality and the wear and tear on the NAD if any from the increased resistance to the preamp and signal deterioration by the time it's fed back into the main,
Swen
Don't sweat it. Use option one, and decent quality (not expensive) wires that are intact, and you shouldn't have any problems. Keep 'em as short and direct as possible. For long runs, if you have to do it for some reason, use shielded coax. NAD pre-outs won't be stressed, even feeding longer runs or multiple amps, but the greater the distance, the more crap can be picked up along the way.
The only issue I foresee is running your main speakers full range may stress them if you're really blasting it. If they're capable of getting as loud as you need without difficulty, you're ok. If they're ported bookshelf speakers, be
very careful.