"But depending on how the type of termination, axial, radial, etc., it could be easy to short the existing and alligator/jump in another set of coupling caps just to see."
My understanding, those 2 big Nichicon caps are the coupling caps. I can imagine the "boutique" caps are likely pricey. I read in another thread, there are a couple of resistors that could also be replaced with a "high end" model.
After hearing what a stock HP can sound like with really nice speakers and cables, I changed my mind on tweaky possiblities with my HP.