Dali Helicon 800 mk2 or Euphonia MS5

I would say it depends on your room size. The MS5s generate some serious bass and I wouldn't want to put them in a tiny or mid-sized room unless I had some serious room correction in place. As it stands now, my MS4s are more than enough for my room, which is 17x21.

My feeling is that, and this may hold for the Helicons as well, that the Euphonia series is very sensitive to cable-matching (as a excellent neutral speakers should be), so you could play around with cables, or keep that in mind if you get the Mk. 2s or something from the euphonia series.

Depending on your room then, I would say the MS4's are a good move. I think the Mk 2s are great speakers (I actually like the high-gloss finish more than my alpi option, which was an add-on finish), but I think the MS4's are a step up, FWIW.

Cables I've liked with the Dalis (and this can mean both speaker cables and ICs):

Harmonic Tech
Synergistic Research
Analysis Plus

I think the cheapest thing to do is play around with different cables. I'm not familiar with Kimber, besides from reviews, so that may be something to do. The Dali's are extremely revealing and transparent speakers. I don't think they like silver cable because of the tweeter configuration, but others may disagree. If you're finding the sound warm then silver may not be a bad thing here, though, so maybe that's something to keep in mind. I think and easiest thing to do is to change your speaker cable. Do some research and buy something you can easily resell and then your exposure is minimal.