I'd make two additional suggestions. For a sub, consider the Adire Rava. It uses the Shiva driver, and in its small sealed cabinet sounds wonderfully musical (crisp and articulate) but with impressive output, and will extend to 160 Hz. Those Zeros start rolling off well above 80Hz, so you'd want your crossover well above 100 to avoid a hole.
Here's a link. It really is a steal at $399 new, and the owner (Dan Wiggins) is a great and helpful guy.
Now, if HT use is a real minority, you might consider selling the Zeros, adding your 500 budget, and buying a pair of mains with better extension. If you have the space for floorstanders (you should, unless you don't put the Zeros on stands) and like the NHT sound, you could get a pair of 2.5i, or VT1.2 or VT2, which may be more satisfying. And of course there are many other brands and models to consider.
I lied ... a third suggestion ... ever try DIY? You can even get precut panels with some kits, and your DIY sub will outperform a manufactured one at similar price points.
Good luck!