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

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

jbhiller, I am in New Bedford, small city on the ocean south of Boston!  I have an opportunity to buy an HP Dialogue Integrated for $2600, I think  that's a steal. Do you agree? Comes with the original tube compliment all PL EL34'sNS 12 AU7'S