The test tones for the Audyssey calibration are generated in the 40.1, and once the curve is calculated it is set and is not affected by any external device inputting to the 40.1. Also, during Audyssey calibration all user settings in the 40.1 are ignored so there is nothing you can do to affect the tones or the calibration there. You can leave the EQ between your CD player and the prepro and just tweak it to taste. Or put the EQ between the 40.1 and the power amp, especially if the EQ has a bypass.
OOPS nevermind, Chris has responded.