Thermals - yes Dave naturally runs warm - there is a lot of power being dissipated, and the thermal conduction from die to case via the PCB is very effective, so case temperature is the PCB temperature. A thermal measurement was done (by myself and independently by Chord). In my case I ran it at 5v RMS into 33 ohms for several hours, then measured die temperature with an infra red sensor. The power electronics had 100 deg C safety margin (that is Dave would have to get 100 deg C hotter before the power devices would destroy). The critical FPGA had a 40 deg C margin - this is not the danger level but the level for which timing closure was set, so the FPGA would have to get 40 deg C hotter before problems. There is a thermal trip with Dave, this had another 20 deg C to go.
So thermals are not a problem.
Driving with balanced XLRs - this would sound terrible with lots of distortion at reasonable volume levels. So if a listener prefers it that way, then fine, some like distortion. Don't buy a Dave if you like the sound of distortion.
AES EBU - I have already said that this is a rubbish standard for high data rates. I contacted Matt at Chord, and there are no reports of problems using Blu with BNC cables and double data rates. The only problem that occurs is when people use poor RF cables. Replacing it with proper RF quality cables solves noise issues.
Balanced headphone drive - I have already stated that this would degrade transparency, so I do not and will not do it for headphones.
Rob