Or connecting the sub on its own to speaker B terminals and then running the receiver in speaker A + B setting?
This. Although it really doesn't matter and comes down entirely to which works or looks better in terms of wires.
The reason it doesn't matter is because when you run speaker level to a sub the first circuit is what's called a Line Out Controller or LOC. This is nothing more than two half watt resistors. One usually about 10k, another usually about 1k. (Double everything if we're talking two channels.) The 1k is for input impedance, while the 10k means only a tiny amount of signal passes. In other words the load is insignificant, which is why it doesn't matter where you put it.
This isn't all just theoretical by the way. Since no one here understands any of this (except, now, me!) I had to learn it all myself in order to connect my sub amps which have no line level input to my integrated which has (had!) no line level out. Now after this simple mod it has pre-amp out, and it works perfectly and with zero sonic impact.
So hook it up however you want. No worries. Enjoy!