I listen exclusively to Classical. Where are you getting your CDs from? Maybe your system needs revamping.
Anyway, Classical Labels that are especially known for good Sonics are, inno particular order: BIS, Reference Recordings, Decca, MDG, Pentatone. These labels tend to bill themselves as Audiophile, and most of them are sonically outstanding.
The so called Major Classical labels, besides Decca, are Sony and Warner. Like Decca, these current mastheads comprise many labels that were until a decade or so past were independent with decades long recording traditions, such as DG and Phillips (Decca), RCA (Sony), EMI , Erato, Telefunken(Warner). Then there are the historical budget labels such as Naxos and Vox.
DG was thought to be exemplary in the lp days, but most of the records from their heyday show hot treble and limited bass. Naxos and Vox always suffered from poor engineering but there are some exceptional finds there. Sony and RCA early digital transfers could be problematic but later remasterings are usually exceptional.
My recommendation. : It would help if you told us what sub genres within Classical you are interested in (Baroque, Opera, etc. or just name Composers) and then I and others will flood you with recommendations. Secondly, use a streaming service to audition a recording before buying
