In general you'll be happier with the USB connection.
The volume thing is odd. It works with pretty much every renderer I've seen, however the latency can be pretty big.
When outputting to a DLNA zone, the Audio path will always say that it's not using the JRiver engine. In most cases that will be true (the default original format choice in the DLNA server settings will send a track as a separate unprocessed file). However if you are doing a conversion or decode to PCM the engine can be used but it will still not show up in the audio path.