I dont have a denon (I have a yamaha) but I have found this to be a little quirky. My experience has been that (at least on mine) it will only passthrough on the last input it was on. Looks like the Denon has a standby source setting from what you posted though. In my case, I have to make sure that the receiver is on the input I want to pass through, before I turn it off. If I am watching a blu ray for example I have to use my harmony to switch to the activity I have which has my cable box being run through my receiver.
THEN I can turn the receiver off and (after a short pause that seems like some sort of handshake is going on), the plasma will come back on with the sound routing through it (passthrough). Seems like you are describing the passthrough routing to another input when you turn it off, as characterized by the "get video and audio for 2 seconds then blank". Check your standby source setting and see if you can change it to a particular input (for testing) and see if it works then?
Also, forgive me but I am having a little trouble reading your "off /on" state flow in the post above. Can you check the post you made and see if it describes as you intended? The part I am unclear on is:
"I turn on receiver and plasma, then turn off plasma, and get video and audio through the plasma." Do you mean turn on receiver and plasma, turn off receiver, and get audio and video through plasma?