I think you would be happy with any of those choices except for the Shure 1840's. Those aren't going to be very nice for EDM music.
I think the headphones that most fit your criteria are the DT990's. They are light and not clampy at all. They will be stellar with EDM, and have a nice soundstage for gaming. Go for the Premium version, as they'll have less clamp. The Magni 2 should be able to power the 250 Ohm or 600 Ohm version.
The HD650's would be a good choice as well. They have plenty of bass, and are very euphoric to listen to. Maybe not quite as good for gaming. And the treble is a bit rolled off for your music preferences. Some people like their relaxed sound though. Perhaps a bit more clamp than the DT990's but it has never been an issue for me. The earcups are large and fit all the way around the ears. The Magni 2 will work well with these as well.
The HiFi 400's are gonna be heavy like your Audezes. Maybe not as clampy. But I really don't like most Orthos because of comfort alone.
I've never tried the Fidelio, but since you already have an amp, you might as well take advantage of it in my opinion! The Fidelio doesn't benefit much from an amp based on its sensitivity/efficiency specs.