Recommendations for speakers that sound great at lower volume levels.

you have 4 options-
1 an amplifier with more robust power and dynamics, e.g. a rogue audio cronus mag iii, go to seperates with a rogue audio stereo 100 or a tube preamp with powerful solid state power.
2 more efficient speakers, a slippery slope that comes with compromises, e.g. omegas, klipsch heritage.
3 subwoofer(s)
4 amp and subwoofers

its about getting cone movement, bass excursion at lower volume.  it takes a more robust amp or speakers that resond better to the amp you have. 
i chose option 4 including a tube preamp solid state amp. i loved the sound of my HL5+ and could not think about what i would lose to gain efficiency.

Nola Boxers and Contenders sound terrific at low volumes.,very engaging.

Before I got the RAAL SR1a headphones low volume listening was a very big deal for me. So I tried a few things.

I learned that DAC direct to amp was not the best at low volume. I learned that very quiet electronics, such as Benchmark AHB2 amp + LA4 preamp are amazing at low volume. You are not going to get anything quieter than that, except for the new Topping pre90 preamp. With this very quiet gear my KEF LS50, Thiel CS3.7, and Audience 1+1 V3 all sounded very good at low volume. By very good I mean you can hear all the frequencies but at a lower volume. Not the case with nosier gear and DAC direct to amp (with what I tried).

If I had Harbeth I would use AHB2 on them.

Good thing is today a lot of gear is becoming very quiet such as my CODA 07x preamp and CODA #8 amp. It also sounds great at low volume.

Since loudspeakers can range from about 80db- 1 watt to 112db -1 watt,   I would still say that over 100db is high eff, 89-99 med, below 88 low eff. If it's not this then the term high eff would have no meaning at all.

A guy with Harbeth's driven by tube gear asking for advice? Do they sound dull in the evening listening in the nearfield?  Maybe too much of a good thing with tubes at low volume. Try a ss int at low volumes?