If I remember correctly, the Klipsch Heresy IIIs and its Klipsch cousins in that price range are a bit light on the low end. Only go down to 50-55 hz or so.
Keep the Mystere’, IMO, that should be the anchor of your system, as you are.
I have had a pair of Zu Omen bookshelves for 2 years, and have run them with a pair of DIY Tube mono blocks that I built. They are a good design, but nothing groundbreaking, 40 watts, but the Zu’s sing like a bird with them.
I have NEVER heard anyone say that Zu’s are thin and veiled. Thats just silly sh*t. Check your amp, source, and cables, yo. You are bottlenecking your system somewhere in the chain before the signal gets to your Zu’s.
OP: the Zu’s are "designed around the human voice" and made for "live sound". Read their website? This just means that the SQ has a natural and real presentation. Zu’s of course are crossover-less designs, so they are fast, nimble with excellent dynamics. But the midrange is gorgeous b/c of the "designs around the human voice" especially with the tubes.
IMO, Zu’s were made for tubes, you will get an organic sound with very good soundstage. I also own a PrimaLuna HP Integrated, and of course PrimaLuna and Mystere are made by the same company, so I understand the sound you have.
I would recommend the Dirty Weekends, they are one of the best deals in speaker audio. Run them with the Mystere, and I think you will have a smile on your face. :)
Lastly, I recommend calling Kevin at Upscale Audio (he is part owner of PrimaLuna and Mystere, ya know?) and asking him to recommend an efficient speaker for your Mystere (which of course he also sells).
Best