Everything counts!!!! I enjoy the Talis Scholars recordings on the Gimel label in my modest system. After adding a power filter, I noticed what sounded like clipping on louder passages of Talis Scholars recordings. Long story, but it turned out to be the power filter. Once I plugged the amp back into a wall outlet, the problem completely went away. Cables matter, power matters, amps matter, DACs matter... see the theme here?
Try swapping out one element of the signal chain at a time. FWIW, I owned Vandy 1Cs for about 9 years. Never got them to sound smooth in the upper-mids/lower treble. I moved on to different speakers 8 years ago and have never looked back. So, if you try swapping all the electronics and wires, and you still have the problem, think about your speakers. Could it be the recordings? Possibly, but if that were the case, some would sound better than others. In my system, all but the very worst recordings are quite listenable, if less than ideal. A decent system (even on a budget) that is carefully assembled with good synergy should make most recordings at least enjoyable. That's my opinion, anyway. And you know what they say about opinions! ;-)