Your 500hz 1st order might be just fine. You can run some test on that horn and it might have a natural roll off with that driver in that neighbor hood already.

For your second point at 5K Your not going to hurt either the Le5 or the 806 with a 1st order at that high a frequency. an 811 is pretty big horn to use solely for 5k+ bandwidth. none the less. If you get a good blend between the edgar horn and the 811 with a larger overlap from the 1st order. then your done and happy days.

Some folks like a 1st order for the blending and voicing characteristics it gives the individual segment of a system as they work together. Other people like the hi order crossover so each segment has it's own specific bandwidth, and no more.

"none shall pass" as they say

You can try the first order crossover 1st. It's simple, cheap and should present little phase problems (with out getting into much discussion which I don’t take part in) and no problems for the drivers, particularly the 806 at such a high frequency. 1st order at 1600hz is perfect for home but would blow your 806 at a concert.

If your not happy with your first order xo. Go directly to a 3rd order. forget the second order because you have phase problems (which are not really a problem) and 2nd order offers little different from a first order. So, If you don’t want the first order because of sound characteristics. You should step up to 3rd or 4th. The parts count on fourth order is incredible but your saving grace is that the parts are much less expensive at 5k than 500.

good luck