I have owned Super HL5 Plus, and currently have Compact 7-ES3 30th Anniversary and P3ESR SE. A good friend had the 40.2 and sold them. I was baffled when he did, they were amazing.
There's always something "better", but at their price point, Harbeths are hard to beat. It's going to come down to what you prefer.
I replaced the Super HL5 Plus with KEF Reference 1. The KEFs are a little more detailed and dynamic, without being bright. With a little more laid back electronics, I may have liked the Harbeths better. I have also owned Stirling LS 3/6, which are very similar to the Super HL5 and were close to, but not quite as good as the Super HL5.
Even though they are a "lower" model than the Super HL5, I liked the Compact 7-ES3 30th Anniversary even more. They seemed more cohesive and had less tendency to be bright.
The P3ESR are amazing, but really made for a small room or near field listening. I absolutely love mine and while I never say never about swapping out any component, it's unlikely they will ever leave.
The 40.2 are simply amazing - the tone, timbre, and texture of the music along with their ability to fill a room make them really special. Imaging is great and they can create a very large soundstage.