Best digital format (non streaming)

The difference was so obvious, that I actaully start to suspecdt that the RECEIVER is treating the analog in different (maybe has some 'sound enhancing' switched on) compared to the digital in from the CD player. I will repeat the test in 2 different ways: 

a) use the CD player ANALOG in the receiver and compare to digital input

b) use CD player ANALOG and compare with Modi 3 analog (again, identical CD and ripped CD). 

Every digital format out there, whether CD, DVD, SACD, or streaming in any format CD or greater is as good as you are, you being a human being, and better than your speakers by a fair amount. Stop worrying about the format, and start worrying about the recording. There could be 10 different versions of a recording, one of them may only be on CD. It will be the best one, not because it is CD, but because it is the best mix. Same could be true on SACD.  Same could be true with a streamed version. I would suggest learning to stream locally. You can rip CDs perfectly using a computer. The computer can take multiple passes to reduce errors. You can purchase and download some SACD recordings.

@kraftwerkturbo if there is a big difference in the analog in of the receiver and digital, then you are using a processing mode of the receiver, not pure amplification. The levels are likely to be different which makes a difference in the sound.

That is what I suspect. The difference was too obvious to be explained with a bad DAC in the CD player (vs. the Modi 3). I need to read the (exhaustive) manual of the receiver and its setting to ensure comparability. 

Likely, there are some (crazy expansive) specialty outlets that let you buy and download high res files? 

Yes, there are but prices and repertoire vary.  I am generally familiar with classical offerings.

And only storage media will be computer/harddrive/USB/DVD-R/SSD? 

That's my preference since it is easier to store, organize, access and play than physical discs.

Or can I buy Dark Side of the Moon or Brothersin Arms in high res on physical media?

You can.  I did.

Darn! The better my system gets, the more I find it difficult to listen to 'old favorites' that are just recorded horribly. And lesser and lesser recordings 'make it' into the 'play list'. Now starting to look into classical music hoping to find some 'worthy' material. And relegate the 'old favorites' to play over a bluetooth box and computer speakers :-)