High end speakers at low volume

Many single-driver, high efficiency systems and horn-based systems do excel at low volume liveliness.  But, many have a “peaky” or rough sound, so there are tradeoff you have to work around (meaning you should hear them first).  
 

For example, Zu speakers sound extraordinarily dynamic, with a very sharp attack, but they sound brittle and unpleasant to me after listening for more than a few minutes.  Classic Klipsch speakers are also a bit rough, but only a bit, and they may work.

One of my favorite speakers is the Charney Companion.  It is a single driver, high efficiency system that is smooth and natural sounding with very good dynamics.  It is a little outside of your price range and I would bet it is impossible to audition in Europe.  Charney does have less costly models which I have not heard.

To me, the best bet would be Audio Note speakers.  The are relatively compact and are meant to be place near the corners of the room or a back wall.  These speakers sound full and rich and lively at modest volume levels.

I have similar limitations, though perhaps worse needing to place my speakers hard in corners. Had SF electa amator IIIs in that position for a while, but they were compromised like that. Sounded great, but sound much better now moved to my kitchen system where they can breath. I ultimately chose Charney Maestros which are designed for corner placement. The Maestro X is larger and designed for placement against the front wall. 

I only live a couple hours from Brian Charney and was able to demo the speakers, which had me spec'ing a pair to work with the decor of my room (they are made to order) that week. Also had him build a 300b amp for me, though I switch to a First Watt M2 for the summer. Given the super high sensitivity of the speakers, 8 watts sounds great at low volume, and can play way louder than my ears could take. 

As mentioned above, I am sure they are impossible to audition, but Brian Charney uses Voxativ and AER drivers, and it may be possible to audition their speakers to see if that approach to single driver speakers suites your taste.

Seems like A high sensitivity speaker would be in order in your case. Check out Volti Audio Razz ( quite good/ true 93db/ around $6K) / Stereophile recommend ) or Rival ( very good/ true 98db/ around $15K). Both are very dynamic, sound great at any volume & have nicely finished cabinets w/ a large array of finish options. They’re sold direct so an audio show or a visit to Volti in TN are the only options to audition them.  

I use Reference 3A de Capos 92db eff with a 4 watt Decware amp.  listen at low volumes and the sound is rich.  stand mounts and if you get the i model it has nice wood finish

A couple of REL subwoofers, connected via high level input, would accomplish exactly what your wanting to hear. They bring out the best / fullness of your system without the need for volume.