What to upgrade?


Hello,
I am interested in getting some input for a serious upgrade to my system. Currently my system creates the clarity, soundstage and dynamics a like, however this is only at lower volume levels, once I start to turn the volume up it starts to lose all the qualities I mentioned. At this stage I am not sure what to tweak and or complete change out. Listing room is currently in my loft 15 x 25, the wall behind my sitting are opens up to the rest of the house. Listing to mostly prog Rock, guitar driven jazz. My budget is 10,000 dollars for new or used equipment. My current rig is noted below with some equipment I have been researching. Thank you for your suggestions.

Portal Panache - Integrated amp
Rega p1 TT
Bellari 129 phono amp
Marantz cd5400 CDP (transport)
Wyred 4 Sound DAC
Daber Audio Monitor 3 speakers

Currently researching:

Montana speakers
Focal speakers
Totem speakers
Chapman speakers

Rogers High Fidelity amp
Pass lab
Vincent audio
Accustic Arts
Rogue Audio
musicrover
I have been experimenting with room treatments and have notices some improvement however not as much as I would have liked. I am seriously considering subs. Does anyone have some input? thanks.
I have sold many Rel subwoofers in the past. To be honnest I never found them or other subwoofers good enough for stereo use. I thought many times about full stealth inegration with the speakers. I never thought that this would be possible. At the end Audyssey Pro ( used my way) and the PLW-15 from Monitor Audio gave the sound I dreamed of. Sometimes even dreams can come true!
Sorry for bumping an old thread, but if you still have them, how high are the speakers relative to your listening position?  Ideally, your ears should be at or slightly above the midrange driver.