Don't get a closed can unless you absolutely need one. HD600 are very neutral and have extremely good sq for the price. SRH940 are good but have flaws (less than most closed cans) not present in the HD600.
For unbeatable mids and a substantial upgrade in sound from your Senns I'd consider HE500. Below those the improvement in sound would be too small to be worth the investment. If you liked HD800, they'd be a good match since they both slightly emphasize the treble. In fact, I found HD800 emphasize treble too much and have an overly airy sound (but I'm probably in the minority and risk a visit from the mafia). I heard HE500 with your amp, the match was spectacular.
Just tried my Edition 8s on a plane- they worked surprisingly well. But I put them back in their fuzzy bag after not too long, I'm always afraid of damaging them. Went back to SE535, my out & about earphone. Monster coppers are my beaters if I'm being chased by dogs/raccoons.
UE6000 have active noise cancellation and sound pretty good if you don't mind the strong bass. Q15 have even more bass and lots of treble which makes them sound a little shouty. SRH840, DT770 & M25 have ok isolation but the latter two don't sound very good imo. Good iems can give you near-perfect sound and isolation.
HE500 all the way. I've owned or heard all the headphones on your list except for Grado ps500 and HE500 are a league above, the other ones aren't even close. O2 is a capable little amp, it'll do great.
Sensory processing is inductive and pragmatic in nature. It's inductive in the sense that inputs to sensory cortex from within the brain outnumber inputs from sense organs (cochlea, skin, eyes, olfactory epithelium) 10 to 1 and the brain constructs experience by the integration of information from multiple senses and internal feedback from memories & expectations (pdf). It's pragmatic in the sense that sensory distinctions are about survival and organized by behavioral...
Most Beyerdynamics are terribly shrill and bright in the 5-15kHz range where most people experience tinnitus, I'd avoid those. As a general rule, spend more on the headphone than the amp for the best sound quality. HD600 have a wonderful, gentle non-fatiguing sound that is unmatched by any other headphone under $500 imo. A simple, neutral solid state amp will do nicely (e.g. O2), avoid a tube amp, it will make their sound too soft & syrupy.