Dynaudio Special 40 vs B&W 805 D3

Yes, they’ll be an upgrade in both resolution and refinement. The B&W diamond tweeter is better than Dynaudio’s Esotar2 and likely better than the tweeter in the 40s

 There are others I’d prefer at that price point but you can do worse than the 805s.

The B&W diamond tweeter is better than Dynaudio’s Esotar2 and
likely better than the tweeter in the 40s

How much less distortion does the diamond tweeter have? 

It all depends of sound signature you like ,2 different sounding speakers