Listening Room or Components or my ears?

Couple of thoughts from a fellow Focal owner:

Are the cables fully run-in?

Your speakers are very close together and this may be strangling the midrange thus highlighting the HF which you aren't loving.

My mains are a little more than 8' apart.  Experiment with toe-in and rake which will change how the HF arrives at your position.  Typically, Focal's need very little toe-in.

Perhaps find a way to temporarily hang a blanket on the front wall behind your mains and see if this improves things.  Good luck and cheers.

I used this method that came from Focal with good results.  Might be worth a try.

From Focal:

Optimisation For perfectionists, here is a formula for optimal positioning: If A is the distance from the centre of the woofer to the nearest floor or wall, B is the distance to the next closest floor or wall, and C is the greatest distance (A < B < C), the equation B2 = AC defines the ideal loudspeaker position. • Example: If the centre of the woofer is 20" (50cm) away from the rear wall (A) and 24" (60cm) above the floor (B), then the side wall will be ideally 28" (72cm) away [C = B2 ⁄ A = 28" (72cm)] (fig. D)

Focal goes on to say:

If the sound is harsh, aggressive: the acoustics of your listening room are probably too reverberant. Consider using sound absorbing materials (carpets, upholstered furniture, tapestries, curtains, etc.) and sound-reflecting materials (furniture) to absorb or diffuse resonance

IMO, if you are having this problem with a Rogue magnum 3, which is very warm sounding (I had 1 for years), it’s both your speakers and the denon. You have no dac and the denon isn’t any good. The focals are also on the cool side of things. 
start with a new source, get a good dac, the best you can afford and stream ripped or Qobuz/Tidal to see if your sound gets better. I use Roon on an external server where thousands of cds are ripped to a local ssd, and then I subscribe to Qobuz, but using Roon you just play music at it determines if it’s coming from your internal disk or from Qobuz.

If that doesn’t help in the sound quality, either get new speakers that are more neutral or get a couple of subs for the focals

Do you have anything soft in the room? 

Suggest getting some floor rugs, and curtains for any windows. 

My room has 2 big floor to ceiling windows, the reflections where harsh. Picked up some heavy home theater curtains, they transformed the space, were approved by the boss.

I would invest in a DAC first, I suspect the Denon has a lot of digital noise and that the built in DAC is not the greatest quality.