Soundstage and explosive dynamics?

Not going to comment on horns here because do not have enough experience beyond PA systems to add any value.

I have heard some impressive dynamics and excellent imaging from medium sized tower speakers with cone drivers that can be had for under ten grand new or used.  Many suggested here already. Here’s my list:

Focals - 1038 Be II or Sopra 3 - used
Wilson - later Watt Puppy or Sophia models - used (good choice IMO)
bigger ProAc Response models - used
PMC - Fact 12 - used (pair on Agon now just above your budget for nearly 1/2 price new, FYI)
Monitor Audio Platinum 300-II - used
Vandersteen - Quattro, maybe, preferably CT model
Revel Ultima Studio 2 - used - very good with right amplification 

none of these are going to be as efficient as horns of course, but you will not need a monster amp to drive most of them to achieve what you are looking for.  I don’t know what you are using now, but these are all very good for around ten grand, give or take a few big ones.

@kosst_amojan

There is another world out there beyond even high end home audio and you might be right to call it totally crazy but explosive it is

https://m.youtube.com/watch?v=M2X6jisRSk8

This studio was built only a few years ago and is similar in setup to Mark Knopfler’s studio. Those are 15 inch woofers - all of them! And that delivers up to 121 db SPL continuous at 0.3% THD. Surprisingly, the low volume performance is even lower in distortion - so big and powerful can play incredible detail too.

These drivers all get broken in at the factory with a serious stress test

https://m.youtube.com/watch?v=ZEBICv7QPDM

^Many huge speakers require very little power and volume for excellent dynamics. This would be glaringly obvious if you were to compare some volume-matched Altecs and some narrow-baffle tower speakers at around 70 db. What you’d find is that the lower efficiency tower speakers require the louder volume to come alive.

Some consider dynamics as simply chest-punching upper bass. That’s what the narrow baffle, 6" woofer tower speakers tend to do well.

What the large horn speakers can do (with only a few watts) is create a realistic orchestral crescendo, or a kick drum that gets eerily close to the real thing. Yes, they have to move a larger woofer, but the woofers typically have very light paper diaphragms and are designed for low excursion. This allows them to produce very fast bass. Subs OTOH are usually designed with much heavier diaphragms and suspensions. They’re also designed for long excursion. This is why comparing a 15" horn loaded bass driver to a typical subwoofer is useless.

Anyway, the most dynamic speakers are large speakers. As others have mentioned, it’s basic physics. It’s why most "class A" full range speakers are monolith size.

Sorry kosst, again pretty much every point in your last post is wrong. Horns sound better at all volumes due to much lower distortion. The driver simply is not working hard. 
You need to get out and hear some good horns!