Just to be clear, DAVE requires a power supply with 3 DC outputs (5v, 19v and -19v), which is why you need the 3-regulator-board DC4, which considerably adds to the cost.
The DC4 package for DAVE envelopes these 3 outputs into a single cable with multi-pinned plug for convenience.
The HMS only needs a single 15v output supply because it already has a DC input socket with a stock external SMPS that does the AC->DC conversion.
So a power supply to power both DAVE and HMS would need to have 4 regulator boards, which is pushing it at the best of times, and is anyway not recommended for DAVE+HMS as onlychild has mentioned.
Quite possibly, the DC power supply inside the HMS also splits the incoming 15v into different sub-voltages, but I suspect it would be harder, and with diminishing returns, to try to break into that, which only the maddest, craziest audiophile would ever contemplate doing
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Just to remind everyone that the stock power supplies in DAVE and HMS do their job very well. The tweaks we are talking about would apply to just about any other high end component, but some components respond more successfully to certain upgrades.