Jean-Marc,
I have a similar setup, one additional pair of speakers, but all different pairs, probably more different since yours are all the same manufacturer.
Putting the sub with a pair of other speakers is critical for picking up the overtones in low notes, so that is right in my experience. I know some forum members treat the sub differently, I think by creating an aux-mixdown of everything and sending that to the sub alone, which then plays the low frequencies while other speakers pick up the higher ones. I didn't try this, but it makes sense as an alternative to my approach for the sub group.
I've posted before about the importance in my experience of balancing the loudness of speakers and sub before doing anything else. (Search my posts, or I can recap for you.)
I've created one audio output group for each speaker pair and for the sub/speakers, and deal with them all as stereo. If you mix different kinds of speakers in one output group, I think you'll hear unwanted differences among ranks and notes within ranks.
I route all pedal ranks to the sub group, plus all other 16/32 foot ranks. I don't use the bass routing feature within Hauptwerk. For remaining ranks, I've tried to scatter them among the output groups with the intention of minimizing the number of notes that might be playing through each speaker at the same time. Other strategies include sending all ranks for a given manual to one output group, or sending reed ranks to one group and flute to another based on the speaker characteristics. This is where experimentation and your own preferences and ears will decide what you like best. Because it takes a while to recache samples after making these kinds of changes, you may want to pick a small number of ranks to experiement with, then expand to full samples.
I also found I had to make sometimes-significant adjustments to low note volume for some ranks, with the Hauptwerk voicing features, as my playing space is a near-perfect standing wave arena.
Hope this is some help. The good and bad news is that there are a lot of alternatives!
Barry