Sub wolfer advice

If you do amp to sub and amp to main speaker wiring, you don't really need anything heavier than magnet wire to the sub. The speaker ins on a sub have very high input impedance and so use little real power.
You probably don't want to really use magnet wire, but you also don't need anything approaching the size or quality you feed the mains with.

I just got off the phone with Krell and they said I could just run RCA out of my KCT Pre amp to the sub would this be better.

never use a crossover with high quality main loudspeakers,

bring the sub's crossover up acoustically to achieve the best match.

Here’s a different approach you can try ... your Krell KCT has a number of premium low level MAIN outputs you can put to good use

You can run a XLR balanced cable from KCT MAIN OUT (#22 in the manual) to the INPUT of 400CX amp ... then run speaker wires from the 400CX to B&W’s ... this keeps the Sub out of Premium Krell/B&W loop

As your powered Sub most likely has a low level RCA IN ... run a normal single ended RCA (#22 in the manual) from KCT MAIN OUT to the SUB INPUT RCA input on powered SUB

Now the 400CX and B&W don’t see the Subs lower quality electronics and the 400CX isn’t trying to drive the B&W’s and the SUB at the same time

Each is running exclusively of each other ... but when you turn the volume up or down on the KCT Pre amp it will turn the volume up or down equally on both the SUB and 400CX amp

You can also use the special CAST Output (#23 in the manual) to drive the CAST Inputs on the 400CX also and still use the RCA MAIN OUT to drive the SUB’s input

CAST connection requires special Krell CAST Cabling ...

Possibly you can tell us what brand and model the Sub is and how you connect the KCT to the 400CX

Get a REL, run it line level from the power amp.. Don't know what I mean? Google REL and read about the Speakon connection that is the preferred method of hooking up a REL