It's a good question, since they are all similar size and similar price range.
I was never impressed with the Special 40s sound and the Heritage's looks. For me the Special 40s at dealer rooms were too bright and with mediocre imaging. They may have not been placed well, being the reference, near the entrance.
I would choose the Confidence 20s, a no brainer for me. In fact, if I ever upgraded my speakers, and had 2K I would buy a pair used on audiomart.
I have seen several youtube reviews of 2, 3 or 4 of the Dynaudio 2 way line but honestly, I would just listen.