Start with the gain at about 1/3 volume and go from there, your goal is to get it where the Audessy sets the sub level somewhere around 0-3. You may have to run Audessy several times which would be a hassle, using a SPL meter is much easier for this.
The crossover on the sub should be disabled or set as high as it will go as you are using the one from the AVR.
Phase is either "in phase" (o) or "out of phase" (180) I have never seen "auto" but give it a try. Once again, see which sounds better but set it before you run Audessy. A SPL meter is also useful for this, set it where you get the most bass.