Your questions suggest that you haven't read the Audyssey 101/FAQ, which discusses all of these concepts as well as how to get the best out of the Audyssey calibration. The instructions in the receiver's manual are woefully inadequate. See http://www.avsforum.com/t/795421/official-audyssey-thread-faq-in-post-1/51750#post_21782993
Remember that bi-amping really does nothing useful unless you're using external electronic crossovers, especially with the efficient speakers that Klipsch makes.
"LFE+MAIN" causes "bass bloat". The frequency range where the subwoofer overlaps with the main speakers gets output from all of them. While you might enjoy the extra bass, it isn't very accurate. Other receiver manufacturers call this setting "Double Bass", which is more appropriate.
1. A clarification: Audyssey does not set the speakers to Large. It passes the f3 frequency that it measured to the receiver's software which decides if that frequency is low enough to call them Large. (My understanding, which could be mistaken, is that this typically is 40 or 50 Hz. Which is not very low.)
You can get higher quality bass audio if you set all of the speakers to Small (which really means "enable bass management") and place the subwoofer in the best location in the room. If you haven't already, you should consider reading up on the concept of "sub crawl" to find out how to find the best placement. A good subwoofer can provide far better bass than most floorstanding speakers, especially because it can be placed in the best position in the room. That's seldom near the main speakers.
2. The "Multi Channel" indicator means that the player is decoding the audio into LPCM. If you want the receiver to do the decoding, you have to change settings in the player: select "bitstream" and turn off "audio mix".
When the disc you're playing provides all of the surround-sound channels, all of the speaker channels are already being used. As a result, there's nothing that Prologic or Neo can do to expand them to more speakers, so those functions are not available. Until you buy more speakers, of course
(surround-back, surround-wide and/or surround-height).
3. JDSmoothie maintains a list of firmware updates at the beginning of the Denon threads. Denon and Marantz firmware updates are identical in functionality.
Usually the "Recall" function will get back the previous Audyssey settings. Also, there are save and restore functions in the receiver's Web page which can cause it to save the receiver's internal settings to a computer. This can be useful as a backup. It can take several minutes, though, and apparently only works with Internet Explorer. Those buttons usually aren't visible when using other browsers.
I hope these comments help a little.