To generate a supercell of a nanotube, you should first build the supercell of the slab and then generate the nanotube (without applying the supercell). In this case, you should adjust (n,m) according to the desired diameter.
The FINALRUN option works fine in P-CRYSTAL: that sentence in the Manual must be a leftover from the past, sorry for that.
Can you elaborate on how the optimized structures are unreasonable? Is it just for the underestimation of the computed band gap or also for some structural aspects? In this case, it would help if you could show us the "expected" structure, as well as the one you obtain from the optimization.
