@newtoncr,
I am surprised that the techs at T+A actually asked you to do that. Was that in a direction communication with them? Jussi Lako, the creator of HQ Player, himself is very satisfied with DSD256/512. Of course, you can go up to DSD 1024 - but is it really needed for enjoyment?
Check our my system. I am using a T+A DAC200 and have a fanless PC setup that can easily do DSD256. This was built to be put "inside" the audio room and not outside. There is zero noise from the PC and DSD 256 sounds fantastic. I even upsample Spotify to DSD and that too is amazing to listen to. You can read up this thread and ask questions - people are super helpful and knowledgeable about HQP. You can post your Roon-HQP question there, since I don't have Roon nor do I have intentions to get it.
But what the T+A tech said was correct about DSD through HQP Vs DSD through other players. I played DSD 1024 to the T_A DAC 200 using Foobar2000. But it was no match even to the DSD 128 of HQP. I am guessing it is the filters and modulators.
I may try to do DSD 512 in future. But if that is the case, then I would build a desktop server with liquid cooling and a nice GPU so that I can offload HQP processing to CUDA. Then I would add a Raspberry Pi to stream DSD, since my DAC does not have networking. But this is absolutely not needed and I am more than happy with the performance of my system.
And one more thing - don't worry about the HQP tech stuff. You and I are local and I can always help you out, if you get stuck. But it is much simpler than Foobar2000 - so you should be fine.