What cables can lower my forward treble.

Just curious if you only started having this issue after adding the Hegel CD player?

I have the Dali Euphonia MS5's and I agree with knotscott, as I added felt around the border of the tweeter module and it does help with that tweeter high frequency edginess. And yes Dali's perform best with 0 degree toe in. 

@knorpi doing some RTA anaysis will save you the needless cable spamming. I'm hazarding a guess thatthe data will show clesrly areas of harshness

Everything in the chain makes a difference, and cables can make or break a system's desired sound qualities.  For instance, in my experience, silver cables, especially interconnects, can tip a system's high frequency response to the point of it being a little too hot, bright and fatiguing.  You have nice components that shouldn't produce negative high frequency effects.  I would first try swopping out some cables (power cables/interconnects) and see what happens.  I think that should do the trick.  Happy listening.          

I’d like to know if you are using RCA or balanced connection between the Cary and the Plinius. Swapping one for the other might change the characteristics you’re trying to obtain by using a different brand of cable which I don’t think is going to change your systems tonal balance very much. It’s possible the interaction between the Plinius and the Cary is where the problem lies. Driving a solid-state amp with a tube preamp. Impedance mismatch.

Also, Dali usually recommends that you point your speakers down the length of the room rather than towed in toward the listening position. You might experiment with that if you haven't already.