The point on the receivers is that ALL MODERN AVRs WILL HAVE A MEDIOCRE BUILT-IN HEADPHONE AMPLIFIER. (Theoretically there could be some exceptions, but nobody has named any.)
So you should assume that if you plug your headphones into an AVR, they will sound mediocre.
And they have, in fact, not sounded pleasing to you, so far.
So … #1 … You need to buy a headphone amplifier. (More on that later.)
If you are using Oppo’s 7.1 connections to connect to the AVR, then the OPPO DAC is being used. That should be good, as long as you are using the controls to set the output to “2 channel stereo” whenever you want to hear headphones. (A multi-channel signal is not going to sound complete when heard on 2-channel headphones.)
I don’t know why you’re connecting one BluRay player (Sony) to another BluRay player (Oppo), but when audio is involved, the less parts in the chain, the better. So putting the USB-sticks directly into the Oppo is likely to be the best sounding. (But you can test to see if you can hear a difference, once you have all the parts in place & working.)
With your setup, you will want to connect the headphone amp to the AVR’s “VCR out” connectors.
Sorry to hear about your experience with the Focal Clears. Have read good things about the Sundara’s, but have not heard them.
On amps … I think all the Schiit amps are safe choices, and excellent values at their various price points. If you want to go up to $400 to $500, the Jot 2 and Lyr 3 get excellent reviews, and will hold their own if you get into more expensive headphones later on. But the lower-priced Schiit amps are all remarkable values. It mostly comes down to how much you want to spend now.
Good luck!