JJ,
Sorry to hear that didn't work. Are you sure the wiring to your surrounds is OK? Again, having the problem with both of them is weird and I agree with you that it sounds like a setting someplace but it's worth checking out.
If your wires are hidden in the walls you can just hook up some spare wire to the back of the Denon and to the 4B (it doesn't have to be very long) and see if you get sound. If you do, then it's a wire problem; if you don't, back to square one. If you have a multimeter you can do a continuity check on the wires instead.
If you've ruled out everything else it might be time to sit down with your favorite beverage and look through the owner's manual and see if something jumps out at you. If all else fails, Denon Tech. Support may have some ideas.
Good luck!
an afterthought - when you run the auto setup or go into manual setup is the AVR on Stereo or Direct? It makes no sense that it wouldn't configure itself to "see" all of the speakers (it wouldn't see the surrounds if you were set to Stereo or Direct) but I'm groping here!
Joe
If you can't have fun doing it, it's probably not worth doing.