Yes, Load all the speakers together, including the sub and overlay one custom curve for all. You may find a paper called "A Brief Guide To Creating Custom Target Curves With Dirac Live", to be helpful.
It is key to understand what Dirac can and cannot do when designing a curve. As such, you need to be able to read the graphs generated by Dirac so you can tell what is a room null, which cannot be effectively addressed, and what is a "dip" at a certain frequency that can be boosted. Dirac is very good at lowering peaks, less effective at boosting dips and incapable of boosting nulls. Therefore, it can be necessary to design a curve that pulls down peaks and does not try to boost nulls. The publication referenced above explains this pretty well.
It would be instructive to overlay one of Ansat's curves and see and hear what the effect is. Ultimately you will need to customize a curve to fit your measurements. Also, as a way to learn, consider drawing the curve manually rather than loading it as a text file. Then when you get close to what you like, create a curve in a text file that will be more precise and load it.
The work Ansat did on Dirac with the XMC-1 is most impressive.