The Stellia are the safer bet.
While I remain a big fan of the HD820 for my own listening, either there’s something going on with the way they seal for a higher proportion of people than normal - or there’s a lot of griping stemming from other causes (maybe people wanting a 100% identical sounding closed version of the HD800 and being upset that they didn’t get that).
I have no issues with the HD820 sealing at all, but for those that do the signature becomes wonky and odd. They’re a non-starter if you wear glasses, and probably iffy if you have thicker/longer hair.
The Stellia are not fussy in that regard at all.
As to how they pair with the Utopia … if you like what the Utopia does, then the Stellia are a more “fun” tuning (particularly in the bass region) with similar (if not quite as good in places) technicalities. I can see a lot of people trying both and going with the Stellia simply because they like more bass and don’t want to deal with EQ. That the Stellia also provide isolation … they’re a better candidate for a “I can only have one headphone” situation.
I can’t comment on the ADX5000.
Headphones that should do what you want are the HD800S and the Abyss AB-1266 Phi CC (not heard the TC yet). The ADX5000 may, but generally to get really good stage you need to be looking at angled drivers that sit off the ear and fire back towards it from an enclosure big enough to involve interactions with the pinnae.
The HD800S are a pretty neutral tuning, so the standard bass levels are “correct” (it’s more prominent than, say, the HD800), but if you want elevated bass at all then you’ll be needing to EQ them.
Other possibilities are the MySphere 3.x and the RAAL SR1a … which I can’t comment on beyond the theory at this point as I don’t have either on hand yet (pending).
DACs to consider in the ~$2-5K range should include the Chord Qutest, Matrix X-Sabre Pro (w/ MQA if that’s your thing - there’s a cheaper version if not), Schiit Yggdrasil Analog 2, iFi Pro iDSD, both versions of the PS Audio DirectStream and the Hugo 2 TT. And if you want/like NOS, then the Holo Audio Spring DAC and Metrum Pavane should also be on the list (which can both be made more flexible by pairing them with HQPlayer).
Some others will probably come to mind later … but the above I’ve all heard properly.
I’ve not heard the DENAFRIPS Venus, but I did review the Ares and the Pontus, and while they were interesting devices I didn’t think either one was particularly good for the money. The biggest problem with the DENAFRIPS stuff is that they’re an “all sales final” deal with no return policy and no way to audition the units ahead of committing to a purchase (unless you can find someone that owns one).