I’m probably a bit in the minority here regarding source differences, but to be completely honest most source changes for me are very small and subtle. I don’t know what constitutes being “blown away” for you, but for me I usually use that phrase in a similar way as “night and day different”, and so far I haven’t had an experience with sources that are that drastic. When I say something is “night and day different”, I mean it in a way that any joe consumer off the streets would hear the 2 things side by side and unquestionably pick them apart in a blind test. So far only headphone changes have given me that sense. And to some extent solid state vs tube amps can do that too.
But to be clear, I think this level of source sensitivity varies WIDELY from individual to individual based on experience, quality of tracks used, quality of headphones used, critical listening skills, length of time with a given source, volume levels, etc. There’s just so many factors at play. For me, I honestly don’t think I have very sensitive hearing in general. I have no problems with sharp treble and I don’t get fatigued easily. I have found I can also adapt really well to any headphones, even ones that aren’t particularly pleasing in tone. That makes it great in that I can appreciate almost all headphones I try, but I think that adaptability is at the expense of having a more “dialed in” sensitive nature that can immediately amplify subtle differences. This isn’t surprising to me at all either given that my vision isn’t perfect (I wear contacts), my sense of smell and taste are probably below average based on my experiences of friends being able to smell/taste things that wasn’t apparent to me. So I wouldn’t doubt if my hearing abilities are also less sensitive compared to others in this hobby. For a headphone example, just yesterday I got a chance to hear the Chord DAVE both as a DAC and also connected to a Wells Audio Milo using my own HD800. While I do feel I heard a difference from my own modest setup (Mimby->Valhalla 2), it wasn’t so drastic that I would bet money I would pick the setups apart in a blind test.
But with that said, I absolutely still believe that there are differences in sources and I know many people in this hobby that can quite easily pick out those differences. And I understand the rhetoric used at this level as even these small and subtle differences can psychologically affect your entire experience, which amplifies how much those differences mean to you, which then leads to the hyperbole of descriptions that get used. So that all ties back into how personal of an experience this is, and that it is hard for me or others in making source upgrade suggestions as I have no idea how wide the expectation vs reality differences in sources will mean to you and what you are willing to spend for what might be very subtle differences. Or conversely, those subtle differences might be life changing to you.
Also, that doesn’t mean investing in higher end source gear isn’t worth it. I myself plan on picking up the RME ADI-2 DAC very soon. I do this not even expecting to immediately hear a big difference in sound. But the reason I think the cost to upgrade is worth it is because that unit not only measures superbly, but it has an awesome feature set that I would find useful. It is a wonderfully sized form factor, has an awesome LCD display, has built-in EQ with custom save settings, auto loudness correction that accounts for equal loudness contours, has a separate IEM port that lowers the noise floor for sensitive IEMs like Andromeda, has a remote, has the ability to turn off all its lights for a dark mode, has balanced XLR outputs for my active monitors, has built-in detection to see if your input signal is bit-perfect, etc. It is a unit both praised by objectivists for its measurement performance and engineering prowess, but also by subjectivists for just sounding clean, transparent, and uncolored.
I have no idea what you are looking for exactly in source upgrades, but I feel like the RME strengths are in its overall package moreso than pure “sound enhancement”. If you are looking for something the clearly sounds different and perhaps “better” to you than your current source gear, you might want to consider tube amps as those really do something different with the sound (you may or may not like what they do) and HD800 responds really well to them. In your price range I think safe bets to try would be Valhalla 2, Lyr 3, Massdrop CTH, Massdrop EC ZDT Jr, Woo WA6, Bottlehead Crack, a used Feliks Elise, etc.
If you are looking for straight DAC upgrades you might want to consider trying R2R DACs as those will be your best bet in really hearing differences in DACs, but I still think they will be relatively small and subtle, at least at first until you spend more time getting adjusted to them. Safe bets for R2R DACs would be Mimby, Bimby, Soekris 1321, Audio-gd R2R 11, Metrum Amethyst, etc.