Bookshelf speakers for small room

I’ll just throw out a combo of a DENAFRIPS Venus ll DAC, Raven Audio Blackhawk ll tube integrated, and Joseph Audio Prism or Pulsar speakers. 

BTW, you might also consider Hifiman Arya headphones as they may come closest to matching your HD800’s soundstaging but with detailed yet natural sounding highs.  FWIW, and best of luck on both endeavors. 

@labelman @goldprintaudio 
Goldprintaudio mentioned the Rega P6, which I have and love. You can go down one step to the P3 and have more money for a better DAC, really depends on what do you listen more, and more closely to, records or digital. Many other good suggestions above. 

Regarding your Sennheiser HD800S, I would start by trying a tube headphone amp. The Atom itself is not exactly the bees’ knees as a source. You know the story: trash in, trash out. If anything the Senns are very transparent and tell you that your source and amp are not up to scratch. If you are not ready to invest in the above I would just consider a lesser headphone - HD650 from the same company for instance. 
Expensive, but you can find them much cheaper ex demo, the WA TuneTots are still my go to for small rooms, boundaries etc. Raidho also perform splendidly near field but they also cost top dollars. 

The newer Martin Logan 15’s have great reviews. Crutchfield had a pair in black on sale for $498. They are $800 speakers.

All Harbeth’s sound good at low volume. I owned a few different models and I always had a good listening experience at all volumes.
You might also consider the Vandersteen VLR CT if you can audition them somewhere. It’s important to listen to any speaker you want to buy before you pull the trigger. Good Luck!

https://www.vandersteen.com/products/vlr-wood