recommendation for speaker wire to soften the highs if possible

Strap a 4 ohm resistor and a 0.33uf cap wired in series across the speaker terminal/binding posts. 
That creates a very crude low pass that rolls off highs.  Let your ears be the judge.   Cost you $2 or so.  Better than buying $500 snake oil.  

Audio Note LX interconnects are worth considering to address your issue 

@johnsonwu do you know specific size and voltage for the cap (and resistor)?

I just corrected nasty, harsh tweeter highs/fatigue. 
A friend brought over some Dueland wires and they did the trick. 
Myself and a group of serious audiophiles tried all the things suggested in this thread. 
I was to the point of breaking out the ice picks and sticking them in my ears...
Just  saying, you might seriously consider the Grannying option. It shouldn’t be too expensive and you may not need anything more. ( I don’t know Grannying, I’ve never had contact with that person). 
I’m with you. Most likely the Monster cables are the problem. 
Good luck. Keep us posted. 

Ok. So I just looked up on Duelund wire 12awg from PartConnexion.com and it’s $19.95/meter for a single wire which translates $159.60 for a pair of speakers in 2 meter long?
Isn’t that too much for a bare wire without shielding?