How to proceed?

@stuartk my understanding is you have tried different cables between dac and amp and that didn’t solve the issue. Those were DH Labs cables. 
In my experience DH Labs cables are brutally honest and lean slightly on a brighter side of neutral. 
I will give you an example from my most recent cable swap/upgrade experience…

I was using Acoustic Zen Absolute Copper XLR between the Bricasti M3 DAC and XP22 pre, as well as between the XP22 and X260.8 monos. 
The AZ Absolute Copper were a bit too warn for my system with the latest upgrades. So I called The Cable Co and tried the following: Audience AU24SX, Analysis Plus Silver Apex, Kimber KS1126. I had on hand AZ Silver Ref II and the Nordost Tyr 1 and Tyr 2 that my friend loaned me. 
There was a significant increase in sibilance with the AP Silver Apex. A bit less with Audience AU24SX but still present, there with AZ Silver Reg but no sibilance with Kimber and Nordost Tyr 2. I never experienced sibilance in this system with the AZ Absolute Coppers. There was always a super smooth midrange with delicate treble but the bass was too plump with my Wilsons and the Pass monos. I struck gold with Nordost Tyr 2 XLRs. My speaker cables are Audience AU24SX 

So the moral of the story is - you still have not done due diligence with the cables. 

AZ Absolute Copper are warm. But don’t forget with higher resolution components like your Jays cdt and Aqua DAC + H390 that may be a welcome change. I ruled your speakers out - there’s nothing there that will give you that sibilance.
If you can, try the Nordost Tyr 2. Used they’re not terrible price wise for the sound upgrade they bring to the table. You can sell them if they don’t work out but I doubt that will be the case. They’re excellent cables. Much more refined top to bottom than the older Nordost lines which I wouldn’t recommend as a remedy for brightness and sibilance. 

@stuartk do you have anyone locally who’s running either a Pass Labs or a Luxman integrated? May be you can bring that over and try it?

I still think the cable swap will tame that sibilance but ultimately it will either have to be the amp or the dac or both. 

@stuartk hit me with the few tracks where you hear this sibilance. If available on qobuz and tidal, I’ll check what they sound like here. Can do it tomorrow I’ll be foggy today with the New Year celebration LOL

@stuartk 

Crystal clear. Qobuz stream…but… I can hear the potential for it. It is partially a recording but your components just let it fly. I can 100% guarantee you that if I had those Analysis Plus Silver Apex XLR it would cut thru my eardrums. 

This is something that interconnects like the AZ would most likely tame to a level where it would be listenable. I know exactly what you’re hearing now. This was good!

I’ll add….to further tame this after the interconnects, I would put the AQ Hurricane high power cord on the hegel. Smooth out that bandwidth and add texture and body to the mids.
Don’t sell the DAC it will be a mistake

@stuartk less costly would be AQ Tornado. But I would start with the interconnects first.  That would be your biggest improvement. One change at a time. 

One more thing…if you decide to try AQ power cord, see if TMR has a used or open box. Comes with a return policy. Risk free way to try and see if you like it. 

I think the ICs @stuartk is currently using are silver plated copper and are terminated with Furutech Rhodium XLRs. That’s probably the second least forgiving combo after pure silver.

@stuartk congrats! I believe we’re on the right track to solving your problem. The AZ Absolute Copper are excellent interconnects.

Don’t worry about the iterations of the Absolute Copper. I had an old original version and the latest. Sounded identical to me. The jackets were different. 

@stuartk I remember you mentioned using the same line of cables power cords as ICs in your other thread.
One very easy and free experiment you can conduct put back the stock power cord on the Hegel. Then do the same for the dac. See if and how it changes things. The stock cords normally don’t sound as refined as the upgraded cords do, but they don’t normally introduce harshness. Run the stock cords for a couple of days to let it all settle and sink in. That’s your baseline right there.

👍