You compared them speed-wise to Stax and HD800 - two types of cans that are said to excel at soundstage.
Listening to fast classical, the soundstage is a bit of a setback for the HE-500. I am beginning to like classical violin and when listening with the HE-500, I feel like I'm sitting in the violinist's lap. Nonetheless, it handles the speed and dynamic range pretty well.
Coz they are the fastest =p. Other honourable mentions are K340, AD2000 and maybe the Sony SA5000. Soundstage is the weak point of orthos (even the he-6 or 5le) - again not to say that they're bad at soundstage/image; just that the imaging can't compete with the 800 and especially Stax).
Maybe your dac/amp is clipping (run out of power). The He500 is very forgiving to sibilance. Even my badly-recorded, ear-shredding static noise black metal still isn't piercing with the 500.