What component to hang on to?

As @rhljazz mentioned, I don't see any reason to sell the cables at this point.  Since they take the sonics in a direction this way or that way reflecting your system and your personal tastes, and you don't know where you will end up, it makes sense to hold on to them.  Who knows, they may fit in perfectly in the end.

Likewise, I'll go along with @rhljazz not just with the cables, but also the Jolida phono stage.  It may not suit where you ultimately wind up, but it definitely works for now.

Next, since the Oppo plays any silver disc you want, has functionality beyond physical media, could become a better digital platform if you mod it someday, always has a lot of market demand, and could even appreciate if folks develop that nostalgia sort of pricing for all things Oppo, it also looks like a keeper.

I also lean toward keeping the Hegel integrated at this point.  It definitely has a richer character, but lends more than enough flexibility to allow you a broad path in terms of assessing both your next pair of loudspeakers and if you go with a new analog front-end.  Once they both get sorted, you may feel happy enough to keep it, you may want a more muscular solid state amplifier, or even try tubes.

Speaking of analog, we all know most components appeal to some folks and not others.  VPI tables veer strongly towards warmth, richness, lushness, and elasticity.  If you want a snappier, tighter, faster, more exciting and lively presentation, you should absolutely sell the table.  So here I am going against everyone else who already spoke up, and say sell it, sell it now.

The best news is you've already dumped the component I REALLY dislike, the AZ loudspeakers

@yogiboy "So what’s wrong with warmth, richness and lushness?"

As I always say, that's why they make vanilla AND chocolate.

Along the lines of my beloved Jadis DA60, there's absolutely nothing wrong with warmth, richness, and lushness.  I'm a big fan, in fact.  However, there's a limit to that for me, and many components go too far in that direction.

Me personally, I'd think about such tables as Michell, Rega, Technics, or SME.  I've owned both a Scout and Classic turntable.  Audio friends I've known moved from their HW19 to both of them when each was introduced.  I heard the change, and they most definitely fell into the camp of upgrade.  With my VPIs, I just never could wring the sort of excitement out of them I hoped for.  So if anyone also shares those feelings, I'm here to say don't drive yourself crazy, maybe another table would best serve you.  But I'm certainly not against another VPI, and think a Scout, Classic, Prime, etc. warrants consideration if the OP prefers a presentation that steers towards that sound

@simao thank you very much for the kind words.

It seems you might find yourself in a much better position than you realized?  It's a great thing the VPI makes you happy.  Given the cabling, Oppo, VPI, and Hegel, I think you may want to just pause a bit, and give things a listen with another pair of loudspeakers.  Again, I know some disagree, but the AZ loudspeakers may have thrown everything out of whack, and simply moving to something (as in the vast majority of loudspeakers) that sounds better, you find yourself at the finish line