Do I go from a Primaluna HP Integrated to Schiit Freya+ and a pair of Aegir Amps?

You may want to consider Decware instead of the above.  I admit I haven't heard the Schitt gear you mention, but I have heard the PrimaLuna and many other amps in my system as I am  a dealer (was a PrimaLuna dealer and had that unit).  The Decware (and I am NOT a dealer for him) by and large fried all the competition. I have his Zen triode SET amp (SE341.5) modified with Jupiter Beeswax caps and have it bridged to mono which give 12W Class A per channel.  His power supplies are huge, and the amps sound like they are on batteries.  I am driving Quad 57's with them-not your most efficient speaker-and they do all the volume I need, with delicacy, huge soundstage, depth through the wall, and tight bottom end.  Admittedly subs handle 60Hz on down.  Everyone that has heard them will or are going to buy some of his products.  They are dirt cheap for the performance.  I also got the OTL tube preamp w the same caps, and I spent all in $6400 with shipping.  My previous setup I had 3 times that invested and the Decware beat it.
Good Luck on your search.

This seems more like a sideways move to me. A few gains will be had due to going to separates but that primaluna is a great integrated so I don't know if it will be a big improvement as much as a different sound. If you are trying to get as much performance as possible then yeah by all means separates all the way! Enjoy your new set up. 

Davesaudio1 I have studied Decware and Steve Deckert and his amps for a long time and they are just fabulous, wish I could afford his Zen Mystery Amp...I however cannot.

Decware is exceptional and easily one of my favorites! With my 98db omega speakers, linear tube audio is my absolute favorite. Not quite the bloom as with the decware, but it is simply breathtaking. So, from primaluna, decware and LTA would be a very solid choice.

OP, where do you live?  If you're in Chicagoland you can come here my Primaluna HP or possibly borrow it. 

Plus one on tube rolling.  I use KT 150s with the amp under certain circumstances (typically lower efficiency more modern speakers).  I use 7581A or EL34s when driving horns. 

Primaluna is great but not the end all be all.  You've heard all the upsides. Here are the downsides. 

-Default setting is ultralinear--you have to have the remote to select triode
-Aesthetics could be easier on the eye.  Not ugly, but not pretty either
-Not the last word in clarity.  My Elekit 300B amp sounds clearer with more realism. 
-No pre-out