Connect Amp with passive subwoofer

I have a similar setup/need and "solved" it by purchasing a cheap audio amp on amazon (https://www.amazon.com/gp/product/B0049P6OTI/ref=oh_aui_search_detailpage?ie=UTF8&psc=1) to power my passive subwoofer in the wall. This "works" - but the sound is HORRIBLE. I'm not knowledgeable enough to know if this is due to speaker impedance mismatch (is that a thing for subwoofers?), inadequate power level in the amp (it's a 20W), or just how I have it connected (pre-AMP output on the ConnectAmp to my single Red composite input on the amp).

Regardless - I too need some help on how to solve this...??

My experience with all subwoofers for music has been unsatisfactory till I tried out the Sonos Sub which is excellent. I am sure that there are others that also are, but I haven't come across them.

Further, in wall isn't a good location for a Sub, so anyone doing this should take this caution on board and go for it only if they have seen/heard one working to their satisfaction so they have something as a target to emulate.

The only way a Connect Amp can work with a passive subwoofer directly is by wiring its speaker terminals to the input of the passive sub, but only a test can establish if the Connect Amp has enough grunt to drive that load while also driving the normal speakers.

This "works" - but the sound is HORRIBLE.
Does the amp filter the output such that only low frequency signals are fed to the sub as is needed if the sub does not have a cross over to do this filtering?
I can't see the link in your post, but here is an example of a versatile subwoofer amp:
https://www.amazon.com/gp/product/B0070Z81MW/ref=s9_acsd_simh_hd_bw_bkKZr_c_x_5_w?pf_rd_m=ATVPDKIKX0DER&pf_rd_s=merchandised-search-3&pf_rd_r=FMCT8T17FRAWPFAS00XD&pf_rd_t=101&pf_rd_p=659d0320-a560-56f6-be59-75a7de36c765&pf_rd_i=11042191

Thanks Kumar for the info - I would agree the Sonos sub sounds great - I just don't have the $700. I didn't think the 55W/ch ConnectAmp would be enough to drive my two in-wall speakers + the in-wall sub...hence my purchase of a third-party Amp just for the in-wall subwoofer using the pre-Amp / Sub output on the ConnectAmp. I just wasn't sure how to connect the single composite output on the CA to the Left/Right dual-composite / RCA input on the Amp. Just use one? Or do I need to get a splitter cable (http://a.co/2VNltsO).

Regarding the filter - no, the 3rd party Amp doesn't have any filtering. I didn't think that was necessary since the pre-Amp/Sub output on the CA has a 80Hz filter? Nor do I believe there is any crossover / filter on the subwoofer. Again - I assumed this was being done by the CA sub output - I didn't need any more. Is that not true?

Yes, I missed that; the Connect single jack output will be putting out a mono filtered signal. The single input jack on the amp will have provision to receive a stereo multi jack, but I would expect the cable with jacks that physically fit into both ends to work well enough. If any cable is needed, I would think it would be something like this:https://www.amazon.com/Mediabridge-ULTRA-Subwoofer-Cable-Feet/dp/B003FVYXY0/ref=pd_bxgy_23_2?_encoding=UTF8&pd_rd_i=B003FVYXY0&pd_rd_r=XGBC99WJSETSNXX4KWZT&pd_rd_w=gmUwW&pd_rd_wg=8Ctap&psc=1&refRID=XGBC99WJSETSNXX4KWZT
Swapping out to any other cable that physically fits may be a good way to eliminate suspects.
Also, the Connect output will be volume controlled via the Sonos controller slider; what have you done to the volume control on the amp itself?
What does horrible sound mean? Is it equally bad at all volume levels?
Ideally, there should be a way to test the sound replacing the Connect Amp by another source, but I don't see that this will be easily done.
I am not familiar with these kind of set ups, and am only asking any logical applied questions I can think of.
Please also provide a link to your amp so the specs of this can be reviewed by me or better yet, by someone that knows more about the specific nature of the application.