Let's take several points separately:
I started to build the XO using the tool Parametric equalizer 2, initially setting the output format to 7.1 (and later more channel also).
If you are trying to setup a stereo 4-way system, the correct output format setting is "stereo in a 7.1 channel container," not 7.1. That will allow you to use JRiver's JRSS downmixing successfully. If you have other speakers, you'll need a different channel setting, but you don't mention any other speakers.
With this setting the sub channel comes with a lower gain (like in HT) that I have increased by using equalizer (+20dB) in order to align the sub channel with the others. Since the global output level was also low I increased the gain too (+15 dB).
If you're talking about trying to add that gain in PEQ (i.e. in software), don't do that! You'll only force your content into clipping unless you've taken other precautions.
If you follow my channel output advice above, and do your routing as you showed in your picture of the parametric equalizer there's no reason that content you copy to the sub channel should be quieter. If it still is, something has gone wrong.
However looking at the tool "analyzer" to check how the XO worked I noticed a “strange” response of the LowPass filter (see screenshot).
I don't recommend using analyzer to confirm that filters are working correctly, it's not designed for that. Analyzer shows a very, very rough picture of what's happening with DSP, especially towards the bottom of the frequency band, it's not very accurate at all. You need to actually measure the output to confirm that your filters are working correctly. I can tell you that JRiver's lowpass filters generally work exactly as expected from my own measurements. The low-pass filters are fine: it's analyzer that's the problem, not the filters.
Selecting more channels in the "output format" (e.g. 10 or 16) the tool "order channel" (as well as the the tool "equalizer") continued to show only the 7.1 channels configuration.
That shouldn't be the case, although you may need to assign names to channels higher than ten. Channel configurations higher than 7.1 will retain a 7.1
mixing target, which is a separate issue, but that shouldn't affect the total number of channels available. You shouldn't need more than 8 channels unless you have more speakers, in which case we'll need to start back from the top.
Unfortunately this config text doesn’t work,
You'll need to be more specific about what isn't working. I requested above that you post a screen shot of the convolution panel
during playback with your config file, and also the audio path
during playback. If playback fails to start entirely with the config file selected, please post the exact error message MC provides.