I don't know what sub you have so I don't know what that setting does. I assume it's some "direct" that bypasses the crossover and also the volume control? In that case, it would be normal if the default volume of the sub is too loud for your room.
If I am understanding correctly, I should run Audyssey again with the Sub's LF Direct off, volume at 12 o'clock, and frequency at max?
Again, depends on what that switch really does. Are you sure it bypasses the volume control too? If it just bypasses the LPF, you could leave the switch in "direct" mode and just turn down the volume. Either way, you need to figure out how to get the subwoofer preset to a volume that is not 12+dB too loud for your room, and then re-run Audyssey.
Speaker crossover levels - Audyssey gave me a 80hz crossover on my surrounds which are the same size as my mains which it put at 110hz. The surrounds are close to the back wall (as well as the sitting position) so I assume that is why the crossover was much lower
correct, being in close proximity to a hard boundary can create "bass reinforcement"... just because the speakers are identical doesn't mean their acoustic situation is the same. Room effects are most onerous in the bass region, so it's not abnormal to move a speaker 1-2 feet and have the low-end extension change by a half-octave or more.
However, when I look in the Audyssey check section it still shows 80hz. Is this just showing what Audyseey came up with, but not the actual setting as I manually changed it?
Correct, the parameter check is just a "report card" of what Audyssey measured. It is there for you as a reference, but any changes that have been made in System Setup > Speaker Setup will override the auto setup settings. On the front panel display of your AVR, there is a little box around the "MultEQ XT" light that disappears to indicate that you are no longer running on the "default" Audyssey settings. And if you ever want to go back, you can go to Parameter Check > RESTORE and it will reset it back to the state reflected in the Parameter Checks.