The front panel indication doesn't mean that much by itself. Some discs are recorded at low levels, especially BDs and many older TV DVDs it seems. Like I may run the Denon at -6 for some BDs, yet it sounds as loud as some others at -15.
Another thing: since most of movie sound comes out of the center speaker, a lame center can really ruin the whole audio experience, and you may keep turning up the overall volume (or just the center level) to compensate. The center speaker is a big deal, and IMO better to not have one (audio gets sent to front L/R instead) if not done well. So that is something else you can try: tell the Denon setup you don't have a center and see if it sounds more "balanced".
When listening to movies, it is rare you would want the front speakers to be "large". If they truly are capable of handling audio down to sub frequencies, then OK, but I doubt anybody uses those with AVR amps. Usually though, "small" with the lowest redirection frequency perhaps (40Hz??) is the better idea than "large" and is close to it. For one thing it offloads the PS-draining low frequencies from your AVR amps to the sub amp, which is better suited for them. I can tell you that low freqs cripple the typical AVR power supply, they just aren't built for them, so try to get as much low freq to your sub as seems/sounds reasonable. Some compromise here, may have to redirect to the sub at a higher freq than desired if the amps start to sound tapped out. (I don't know if your model allows a separate stereo setup, but if so you might want "large" there so you can avoid any processing in some modes, if you use them.)
With Audyssey, the appropriate sub input level is probably the first thing you need to determine. So you may have to run the first measurement and calculate to see what level it wants to set the sub at, then adjust the sub level and try it again. Usually they say you want the sub between +6 and -6, with between +3 and -3 better if possible. Target would be zero, but don't sweat it. (There are circumstances where this wouldn't work well, like probably with those little plastic speakers and a big honking sub, but it usually works well when all the speakers are in the performance ballpark of each other.) Audyssey is worth playing around with, it can dramatically change your system sound even with all the same gear depending how you have Audyssey set up. Worth spending several hours (days!) with, run a setup and listen for that evening, then try something else the next day. It can sound quite bad when not done properly; I mean it's not a run once and "it's done properly" thing unless you're extremely lucky or experienced with it.