Well you say that you like to turn up the volume, and the song is very dynamic. Combine those facts with the fact that you are driving inefficient (83dB) Electrostatic speakers, and I would guess that this new NAD amp just doesn't have enough juice for your situation.
Yes, I would send it back to the dealer immediately, and look for a more powerful amplifier.
Yes, I would send it back to the dealer immediately, and look for a more powerful amplifier.