@grislybutter one tiny step at a time doesn’t get you the upgrade you’re hoping for. Unfortunately that’s true in this hobby. It will get you possibly something different but not necessarily better.
Are the separates better than the integrated isn’t an easy question to answer without knowing your budget, functionality and features you’re looking for, speaker power rating requirements (Dynaudio love power btw), etc.
In the example of Hegel H190, you get enough power to drive your speakers, good low noise design and an excellent built in dac. Going with separates and adding an amp to your current integrated will result a bottleneck presented by the pre-out section of your integrated. I don’t know what it is you have now but substitute Hegel H190 with whatever other integrated (used) your budget would allow if you had sold your current amp and added whatever it is you wanted to spend on the amp. Don’t get hung up on thinking the integrated is a sub optimal approach. It’s not.