So you are tapped into the main return duct that the main heat supply of the house uses if I understand you correctly. I was always under the impression that if you tap into the house duct work you would want to tap into the supply air duct no? I believe that is what the directions also show in my manual.
Sounds and looks to me as though you are pushing all your hot/warm air from the pellet furnace, through the rest of the main house's return duct,(cold and uninsulated) through the electric furnace,(which if off, is cold and air flow restrictive)then into the supply duct that feeds the house and rooms. After it does all that I can only imagine how much heat and air flow you have lost especially if the electric furnace isn't running at the same time the pellet furnace is.