Don't know about the sub volume, but regarding the ext -- your previous player, a non-universal, played the DTS/Dolby Digital layer of DVD-As and the stereo layer of the SACD. The high resolution portion of DVD-As and SACDs are playable only through the multichannel analog inputs, so on your new universal player, you need to switch your receiver to ext. I don't know about your receiver, but my receiver doesn't automatically switch over either. I need to do it myself. Good luck with the fine tuning!
cheers,
supervij