1 - Use the 2 cable method:

    1.1) Guitar  -> HD500 Guitar In, Guitar-In switch at HD500 = normal

    1.2) Hd500 unbalanced output (mono/left). 1/4" switch at Line level -> HT5R efffect loop return, line level switch at -10dBV.

HD500 Setup page 4, try outputs at "Combo Power Amp".

2-  For use with real preamps I would prefer the 4 cable method because of most flexibility (fx as pre and post amp possible at the same time, e.g. Wah > Preamp > Phaser > Poweramp). This takes some patience and testing for leveling, depending on the levels from each fx block.

   2.1) Guitar  -> HD500 Guitar-In, Guitar-In switch at HD500 = normal (not pad).

   2.2) HD500 FX Send -> HT5R Guitar input jack. Please balance your HD500 fx Send level so it will not overdrive, because you are putting a line level into an instrument level jack!!!

   2.3) HT5R Effect Loop Send, Loop level -10dbV -> HD500 FX Return, try the switch level at "stomp" first and volume your returning level at FX Loop block. If the level doesn't fit, change to "line" and level again at fx block.

   2.4) HD500 Unbalanced Output, 1/4" Switch at Line level  -> HT5R Effects Loop Return

HD500 Setup page 4, try outputs at "Combo Front" for this is the first connection to the amp, but you can also test the other "Combo" and "Stack" versions. Sorry, I don't know your HT5 and don't know what sounds best.