I finally talked to someone at Yamaha today who knew what I wanted to do and could explain it clearly. Once you setup your speakers how ever you want in Setup, and select which PEQ you want to use (in my case, check marking THROUGH), you go to the front of the receiver, select the Scene you want to apply the settings too, and press and hold the Scene button until Setup Complete is displayed on the front of the receiver. Then you can go to the Scene Settings and check that Speaker Setup indicates THROUGH (or what ever you chose). Or, you can go to Scene Settings after you make your changes, press the appropriate Scene button and watch the Speaker Setup change. Sounds simple but you need to be careful and pay attention on where you are, which Scene you want to use, the correct HDMI input, etc. Any deviation and it doesn't work or you mess up the other Scenes. I "lost" the optical setting for my Comcast input (which is connected directly to the tv and not the receiver) because when I saved the Scene, I failed to remember to use the Input Dial on the front of the receiver and select Audio 1 so when I saved Scene 1 (Comcast) it defaulted to HDMI 1 of which nothing is connected to, thus no audio for Comcast. So, you can customize Scenes to pretty much what you want/need to do. Rename the Input names, have separate speaker settings, etc. I had done most of this almost a year ago when I purchased the receiver but I didn't make my notes clear enough, and the User Manual really doesn't go into enough detail when it comes to customizing Scenes. I have since updated/clarified my notes so I shouldn't have any confusion down the road should I decide to change/add something. DSP is STRAIGHT and PEQ is THROUGH. Sounds great!
So now I'll give it a week or so of listening and then try out DSur and DTS Neural:X. Those can also be programmed into a Scene as well, or I can just manually select them each time until I decide if i want to apply them to a Scene.