That's a decent spread in tuning, both from subs to mains as well as the spread you've given for each (20-37, 32-40).
Mains should be highpassed at or just below tuning to protect the drivers regardless of sub used. HP at 20Hz with a 40Hz tune would be a problem.
You can integrate the two as you describe them with proper measurement, eq (like a minidsp), time and patience. Would probably be easier if the mains were sealed, started rolling off 12 dB/oct at 50-60Hz or whatever, and a 12dB/oct lowpass on the sub was set to match.