What you describe should work fine. I have tried similar with a less glamorous Yamaha receiver, and it works without any issues, and indeed can go very loud indeed. Do you have anything you could connect to the Anthem's output as an experiment, thus establishing if the issue is with the Devialet or with the Anthem itself?
However, -40dB is clearly way to low. This is the normal default volume on start up, for normal inputs with volume control enabled. I suspect there is something subtly wrong in your configuration settings.
However, -40dB is clearly way to low. This is the normal default volume on start up, for normal inputs with volume control enabled. I suspect there is something subtly wrong in your configuration settings.