Dear Brook,
58Hz – 20kHz (+/- 4 dB). That is not very low at all, especially when you consider it uses a 12" bottom end driver. So I don't know who told you the Heresy is strong reproducing an upright Bass, because they are not.
You also stated that, " So how do they sound quiet? Really in two shoe boxes because the L and R don't merge that well ". Two points come to mind here for me,
#1: back in the 80's I heard a pair of Belle Klipsch driven with a 100W NAD or Rotel - I can't remember, but in a word ..... awesome.
A couple years back I auditioned the Cornwall III. In a word .... boring!
They sounded veiled, lifeless & un-involving. Now - - - the Corn 3's were hooked up to what I consider to be Mid-Fi gear, but then again so were the Belle Klipsch back in the 80's.
That said the Cornwalls/Corner Wall, like the Klipsch Horns were designed to fire from the corners of a room. At my audition the room, as well as speaker placement were all wrong and the speakers may-not have been broken in, but how many excuses are we going to make?
#2: I don't know if the Heresy's are designed to be placed near the corners of a room to sound their best, but if they are you'd better read on.
Klipsch Horns are a massive speaker, they move a lot of air. If you read the Klipsch's literature, Klipsch Horns are designed to work their optimal 15ft apart. You're using Heresy's at almost 18ft apart. If they are designed to be placed near the corners of a room to sound their best, in your 18'X40' room it's little wonder they sound like two shoe boxes because the L and R don't merge that well " - - - you've got the wrong speaker.
As for a the Mrs being un-cool with placing the back of the speakers away from the wall, that's OK, they're designed to be placed near the wall you face. Even If they are designed to be placed near the corners of a room, start by placing them 9ft centre to centre apart, with a distance of 41/2ft from the corner walls. Sit back approx 12'-18' from the two speakers and make your ajustments from there to find the sweet spot. That should help with the imaging.
As for your 35-watt Rega Brio driving your Heresy's in a 18'x40' room, I don't care how efficient they are, you're not going to get your cake made. Now if you were in a 12'x18'x8' - - perhaps. Ever heard of the (The Little Engine That Could)? Well it did, then it died. (read up on clipping).
I don't care what speaker you use, {with very few exceptions + $$$ amp}, you're going to need plenty a muscle. Klipsch states in their Heresy literature - POWER HANDLING (CONT/PEAK)100W/400W. Hit the used market for a Hafler, Carver, or Adcom amp, 200W or more. I suggest these amps because they're sweet and can be found at bargain prices. I don't know what you're using for sources, but the Klipsch's use horns, & horns can be bright, so pairing the proper Phono Cartridge/Cd/Sound Card-DAC, along with your pre-amp stage is trickier to choose and more costly than your Amp selection needs to be.
Forget the sub-woofer!
Sub-woofers are tough for more reasons than one. First of all, in order to build a Sub that is on par with the quality of your Heresy's, the Sub is going to need a cabinet that is inert. Especially since the Mrs wants the gear close to the wall, & since we're talking at least a foot - - - there goes that idea down in flames.
Another thing is a Sub without an inert cabinet is going to wind up being little more than a boom box as opposed to a speaker that reproduces the sound of real instruments.
Might sound good in the store, might sound good when you get it home .... but for how long??? You won't be able to live with a mid-fi sub-woofer.
So what's a GOOD QUALITY Sub going to cost you? You've already got what .... lets say $2 grand into your Heresy's? I wouldn't buy one, but Klipsch wants the better part of $2000.00 dollars for their KW-120, (don't forget the tax). So now you've got $4/Large into your speaker, and you still need a beefier amp.
What about room placement, what about phasing issues, want to go with an external X-over, how about interconnects, power cords; Subs use powerful amps so you may need a designated line from the breaker. That might mean adding a new plug. You want to get into that nightmare?
Even used, a PAR sub to match the quality of your Heresy's (say a Paradigm Reference Servo-15 WITH an external cross-over) is going to run ya the better part of $2/Large.
So what does four-five thousand dollars worth of speaker buy you on the used market? Maybe a JBL L-300, a pair of Klipsch Horns.
As for a Tube Amp ..... a tube amp isn't going solve your problem Brook unless you opt for one with considerably more power than your Rega. I'm not knocking your Rega, it's just that the Rega is punching way above it's weight class. A tube amp may give you a warmer, more detailed and transparent sound that is more conducive to the design of a horn speaker, but it's not going to address the challenge of filling the void/volume of your listening room. V= LxWxH. Volume, not to be confused with dB, is what you're up against here, and if you want to fill the volume with sound waves at a low decibel level, that's going to take authority & authority requires power e.g.: VxA=W.
For what you're up against Brook with that 18x40 room, the most effective route you can take is to start with a clean slate. If that's unrealistic $$$, opt for the best quality high current Amp you can afford & let the games begin.
Bill
P.S: below are some research resouces to assist with your task.
http://www.critesspeakers.com
http://klipschupgrades.com
https://community.klipsch.com