Welcome to the forum!
I haven't found any connection or menu info on the Onkyo TX-SV414PRO, so some of this may be off.
I recommend that you connect the subwoofer to the Onkyo and to your front speakers as shown on page 5 of the subwoofer owners manual (if you don't have it, you can download the PDF version direct from Yamaha at
this link) under the section, "Connecting to speaker terminals of the amplifier" and "If using one YST-SW500".
If the Onkyo allows you to set up bass management, then set it up as if you have large front speakers and have no subwoofer. That would then send the bass to the front speakers (which, in reality, is sending it to the sub because you have it hooked up in series with the front speakers).
If you have any questions about that, just let us know. I'd be interested in how it all works out, if you don't mind posting again and letting us know. Thanks.
Adam