Just so I am clear, you are "recirculating" or "looping" your preamp-out signals through the Ultra and then back into your inputs, correct? I haven't checked the electrical specs on this [line out->line in->line out->line in], but I will ask the obvious question, and this is not intended to insult, just to check: have you set the Ultra selector switch to the A, or leftmost position? In the pre-out mode, what are the gain settings for the AVR? IF you see the Ultra volume levels to midpoint, with Normal settings on the mix selectors, does your AVR still correctly control gain?
I have to admit that, even if you get this arrangement working, I am not sure it is going to deliver great benefit. Depending of course on what tubes you are using in your Ultra, you will definitely alter the sound coming out of your AVR that you then send back into it. Don't get me wrong; that's a nice receiver; just not sure you're going to get as much out of the Ultra as it can give here. But I would definitely get on the phone with Steve to discuss this one. Not sure any other Ultra owners are using their Ultra quite this way, but note that I am feeding my Ultra from an Emotiva pre/pro, so conceptually, it is not completely different.
BTW, your manual is
here in case anyone else wants to check it out.