I cannot comment specifically on the Schiit Modi, but the JDS Labs-built ObjectiveDAC frankly didn't sound all that different, and given the ODAC's reputation for sound quality...
I'd definitely focus on upgrading your amp first, if that's what your headphones need to work right. Can't compare the Schiit Magni and Objective2, though, as I have heard neither. Same reason I don't comment on the Schiit Modi; it's not right for me to make those kind of statements on gear I've never heard.