Do I go from a Primaluna HP Integrated to Schiit Freya+ and a pair of Aegir Amps?

Schiit gear is good but having owned both brands, Primaluna is far and away better. The parts quality, the build quality, the sound quality, the longevity...all better than Schiit. Every piece of Schiit I had was nice at first but slowly degraded over time and had issues. First crackling, then intermittent failures needing a restart, then inputs on the DAC would stop working and Schiit customer service would just shrug. Primaluna has been solid for years. Zero issues. Sound quality compared to a Luxman $9k integrated was almost indiscernible in comparison. 

Schiit just couldnt hold up so I don’t trust them as a brand or a company. 

To you question of tube pre and class A solid state preamp, I say yes very good combination. One of the best combos I had was the AES (Cary Audio) AE3 DJH tube preamp with a Pass Labs Aleph 30 class A power amp. I still have fond memories of that system with plenty of power driving 87db speakers in a medium size room.
The Schiit system your interested in looks promising for a very reasonable price. I've had good luck w/ excellent sound from a Schiit phono preamp and have their DAC coming shortly. Yes to Schiit for bang for the buck.

a single aeiger would be plenty with your khorns but youd be limited to unblanaced inputs

I have the following equipment and have run the following setups:
1. Schiit Freya+ preamp > First Watt SIT-3 amp > Magico A3 speakers. 
2. PrimaLuna Dialogue HP integrated amp > Magico A3

Trying to be objective I think if you want tubes or a tube sound, I would stay with PrimaLuna. If you want that clean Class A solid state sound then the Freya/solid state setup is for you.

I’m a little concerned due to lack of experience with the Aegir as to how that will drive a 4 ohm speaker. But as was said, time and again for reasonably good quality nobody beats Schiit. But as far as upgrading on the tube side, PrimaLuna is the upgrade.  Not Schiit.