PS Audio Direct Stream DAC w/Roon Nucleus + vs. Auralic Vega G1

Your dac isn't a weak link, it's definitely better than PSAudio anything the Auralic uses a similar chip from ESS as Mytek a newer version and they do custom filtering. Denafrips uses a different technology but gets the same results. If you just want a different DAC that's a different story.

That mainly has to do with vinyl distortion which is considered pleasant to the ear. Some like it, I personally don’t I like accurate reproduction. What would help if you find digital fatiguing is EQ. You would probably notice more difference than anything you’ve mentioned by attenuation in the 2khz- 4khz region which the ear is most sensitive to. You don't mention your speakers. Might be they lift a bit in that area. 

The most important part of auditioning DACs if at all possible,  do so without knowing which one you're listening to so you choose with your ears not your eyes or notion of if it costs more it must be better. Well designed DACs whether R2R discrete or chip and Delta Sigma are extremely hard to tell apart when evaluating blind. Some use filters or tubes etc.. in order to EQ the signal and that's fine it just makes more sense to apply the EQ at the speaker level. It's much easier to achieve the same effect for less money and easier to find a sound more pleasant to you. It would be interesting to know what speakers you're using to look at the FR, if it can be found, to see what's going on the the areas the ear is most sensitive to. Another way you can tell is if you have a calibrated mic and REW. Do a FR sweep leaving the mic in the same position switching between DACs. If the FR is the same or within .01%  then I doubt the DACs could be told apart.