1) All LFE above SHD sub crossover will run through the mains, not the subs as intended. And this LFE will be +10dB hotter and will need extra headroom on the mains (compound that issue if using the SHD Dirac too).
2) LFE important, absolutely if you are aiming for accurate reproduction of a movie. If not, well that's not a very high standard to aim for for paying clients imo.
3) Some AVR's are limited in delay, in this case 26ms PLUS that needed without the SHD in the chain
4) Another miniDSP either HD or SHD is not really helpful, complicated to setup and use, and an unnecessary expense. Now an 2x4 miniDSP setup for proper multisub integration, for use on both the music and the HT sides, is a wonderful thing (that' s how I have mine setup).
A switcher is all it takes to eliminate ALL of the issues created trying to run the AVR through the SHD ADC

. Good luck.