Welcome to the forum!
For the impedance setting, I've read several people recommend that you should stick with the 8-ohm setting unless your receiver is going into self-protection mode and shutting down. The impedance switch is (as far as I know) just a current limiter. If you aren't playing things so loud as to overstress the amps, then you don't need to use it.
Auto calibration systems tend to set speakers to large even if they really aren't, so don't worry that it did that. Go into the setup menu and toggle your speakers to small and make sure that the sub is activated.
OTA broadcasts, at least in the U.S., are at most 5.1 audio. Shows (or sometimes anything broadcast over a specific channel) can certainly still be broadcast in stereo. Some stations either haven't upgraded or just don't want to use the bandwidth for surround sound. So, make sure that you are watching a source in surround sound. Also, even when there is 5.1 audio, it doesn't mean that there will always be sound going to the surround speakers (it will come and go over the duration of the show).
Page 80 of the Yamaha manual discusses their "Extended Surround" setting that will, if you want, convert 5.1 audio to 7.1 audio so that all of the speakers get used. By default, it's set to "Auto" and looks like it should be doing the conversion, but you can play around with that setting and force it to do it.