Yes, you're right... ideally, you want the refugium to gravity return to the main tank. That being said, I've noticed little difference from when my refugium was returning this way, to the way it is now (returning via gravity to the sump, then pumped back up to main tank).
I've got a Sen700 on a platform in my sump that feeds the refugium (sitting next to the two tanks). I also use a HOB overflow, but only because the LFS that I brought my tank to to have drilled, broke it the day I before I was getting my detritovore kit... I do agree however, that a drilled tank would be far better.
Seeing as your's is plastic, that should be very easy to do. Simply get a bulkhead and drill a hole. Then you can plumb the refugium to the main tank via gravity very easily. You simply have to feed the refugium w/ water some how.
... Incidentally, that's the reason my Sen700 is raised up on a platform in my sump. I had exactly what PhillyBoy said, happen to me. U-tube got clogged, lost siphon, and the tank overflowed. Unfortunately, the pump powering my refugium was on the bottom of my sump... Yup, drained the sucker to the bottom. PLAN FOR FAILURE is something I follow religiously now. If you expect your plumbing to fail at some point, and plan for it properly (siphon breaks, raising pumps, etc.), you will sleep much more soundly at night. Trust me.
- Mac