I finally got the work done and couldn't be happier. The contractor put in 3 supplies as shown in the last figure, and one air return.
It turned out the return was not necessary - if I leave it open, the sun room would be warmer than the house when the furnace is on, and cooler than the house when the AC is on. Now I have it closed. The temperature in the sun room is just right, with only 1-2 degree difference between the living room and the sun room. The rest of the house does not suffer from anything that I could notice. The furnace kicks on and off as usual. The temperature of the house is maintained as usual.
Well, although the weather has given us both cold (40 degree) and warm (85 degree) days to test the duct work addition, we didn't have any extreme temperatures yet. My guess is it will be fine. If it doesn't keep up, I'll just open the air return or open the door between the sun room and the living room. I'll post once I know. Now, I am really looking forward to enjoying the sun room in the summer soon.
Thank you all for the expert opinions, especially George2. I couldn't have done it without your help! This is one of the best improvements to the house, and surely the most cost effective!
You're welcome and thanks for the update. I'm happy it works so well for you.