If you enjoy having multiple components and cables that you can continue to upgrade, buy separates. I’m one of those guys who likes to change out and tweak my systems.
If you want to go an all in one solution, Dynaudio Xeo 20 with a sub might be something to look at. I’d recommend Kef LS50W’s and sub but I feel the Dynaudios are more reliable.
The Xeo 20’s and the project debut with a $200 phono amp would be close to budget. Add sub later...
I’m thinking about it now and I don’t know how I’d divide up $2500 for an amp, preamp, dac, speakers, cables, project debut, phono preamp... Parasound Halo integrated (?) used for $1600 and $1000 for speakers...blue jeans cables which you can upgrade later