Welcome rwatson, Jazz Musician! My first successful home audio speakers were called the "Jazz Modules", obviously designed with YOU in mind. Alas some critical parts became unobtainium so they were discontinued. Dangit!!
In addition to home audio, I design speakers for amplifying musical instruments including double-bass and electric piano, both of which are rather demanding from a qualitative standpoint.
You mentioned that you cannot listen to music "passively". I love it!!
Just to get a baseline (no pun intended), I assume your current Matrix 3’s are indeed capable of delivering the "concert levels" you mentioned... ?
You mentioned that "tonal accuracy is paramount". I totally agree. I believe there is room for improvement in this area by "getting the reverberant field right". You see, the reflections contribute to the perceived tonal quality, and the reflections come primarily from off-axis response. The off-axis response of most speakers is considerably different from the on-axis response because the radiation pattern goes through significant changes. By keeping the radiation pattern consistent over as much of the spectrum as we reasonably can, we can greatly reduce the tonal discrepancy between the direct and reverberant sound, and come that much closer to what live unamplified music sounds like.
Something you mentioned (though not as a loudspeaker issue) is, dynamic range. Compression CAN be a loudspeaker issue. Without getting too technical, it is not uncommon for speakers to compress the peaks a bit when they are pushed hard. The solution is to use speakers which are capable of much higher SPLs than you will actually require of them, so that they don’t get pushed hard enough to start compressing. Rumor has it that musicians use dynamic range to convey emotion, in which case preserving dynamic range allows more of the emotion to come through.
You also mentioned that you " lose detail in complex and layered big band and orchestral recordings. ". That CAN be a room acoustics issue if the room is too reverberant. What happens is, the reverberant field in the room becomes in effect a "noise floor" which can mask the details in new sounds. If this is happening, one speaker-related solution would be to use speakers that have narrower dispersion, so that the direct-to-reverberant sound ratio is higher. ("Narrower dispersion" does not necessarily impose a "smaller sweet spot".)
Are you open to using subwoofers if they offer a worthwhile improvement in quality as well as quantity?
You mentioned electrostatics, specifically Martin Logans and Magnepans (the latter are not technically "electrostatics" but they fall into the same general category). I’m a dealer for SoundLab electrostats, which are kinda pricey. Imo this type can sound magnificent, BUT the one area where they tend to fall short is "concert level" capability. I used to go to audio shows and walk from room to room and not feel that anything challenged my beloved SoundLabs, UNTIL I heard a very high quality horn system. At that point, it was like my SoundLabs do some things better, and the horn system does some things better, but I felt like there was room for improvement (at least in cost-effectiveness) in the horn systems. That’s when I started working towards becoming a speaker manufacturer, having built speakers as a hobbyist for decades.
Anyway let me know about the subwoofer thing, if you don’t mind. Imo there are solutions within your price range either way.
Duke