DIY subwoofer high pass filter after preamp

As Teb-b points out, the REL sub has availability to connect to the 'high level' input. The big advantage of using this connection is that if you have a good dynamic sounding amp you'll get the same dynamic to the sub. Going out through the pre-amp you won't get any of the flavor of the amp.  It's a perfect match to what's being fed to the speakers.

Talk to REL. The end reult will be a fuller, more dynamic sound running full signal to the main speakers and 'high pass' to the sub.

I would NOT run the signal through any other electronics for any reason. Let the speakers do their mid-bass perfectly fine and set the sub crossover low, around 40hz. should put you near the sweet spot. Simple.

If they see full range, doesn't that mean you give up some of the benefit in mid/high-end clarity from shifting the low end exclusively to the sub?

Your speakers start to cut off @42hz. There's a good quality mid-bass they produce. It's part of the design. There would be little, if any, increase in clarity by high passing to a higher level and cutting out perfectly good mid-bass that those speakers do so well! Let them breath.

1) Is this feasible or even a good idea? 

Yes, Richard Vandersteen employs this approach in his products. This not only enhances the clarity of small speakers but also reduces the load on the power amplifier.

 2) What value capacitor would I need for roughly 80 Hz filtering with a 37 kOhm, 220 pF input impedance on my Audionet Amp1 V2? My speakers are 4 ohm, but not across all frequencies. 

For an input impedance of 37 kΩ and a cutoff frequency (roll-off point) of 80 Hz, the required capacitance is 0.0538 μF. If a 0.05 μF capacitor is used, the cutoff frequency will shift to 86 Hz.

3) Would I need matched capacitors for each channel and to within what % of each other?

Theoretically, the higher the matching accuracy of the capacitors, the better; however, in practical applications, a 10% tolerance is usually sufficient.

4) Can I solder the capacitor leads directly to the connectors in this way? Most capacitors look to have enough wire for this. 

Yes. See the image below:

5) Anything else I should consider with this plan.

For optimal results, connect the outer layer of the capacitor to the preamplifier output to reduce electromagnetic interference (EMI).

Some manufacturers use a black or colored band, or print a line on the capacitor body, to indicate the outer foil lead. This mark is always located on the side of the lead connected to the outer foil.

I think you are getting advice from a limited set of people. There have been plenty of Audiophiles who have reported benefits of doing exactly what you are proposing. If you have two outputs from your preamp… Send one directly to the sub and send the other to your amplifier with the high pass filters in front of it. I say it’s worth giving a try and your approach is just fine. You can find the mathematics to size the capacitor easily online.

Okay, there were a few points that I am hearing. One of which is that using a speaker level high-pass into a sub (e.g. REL) might be the best way to connect it. The other is that the benefit from a high pass to the Dynaudios could be minimal. I will do a little more reading into subs that take a high level speaker signal.