Theoretically polyphase is best, but it comes down to what sounds best to you. Note you can set a different resampling mode for each instrument if you want.
Re the difference in volume, are you using plugins? There were some fixes that affected volume levels... you can roll back to older mix modes under general/song properties/playback/plugin levels.
If that does not explain it (or if you are not using plugins), could you send me a simple example track with this behaviour?