I haven't heard the Wharfedale Dentons and what little I've found about them online suggests they may not be bad at all. I found reviews with frequency response curves of the less expensive (?)
Wharfedale Diamond 10.1 and
the Diamond 220s. If they are at least as good as your Dentons, the options you listed (except for the Ascend Sierra-1 speakers) might not be an improvement. In that case, I think you should revise your budget to the $800 - $1200 range.
Is this your first experience with a subwoofer? When you said, "The sub makes a huge difference, so much so that I notice that the Wharfedale's are struggling to keep up when I play music." it reminded me of myself, and nearly all others who get a subwoofer. We just spent all that money, and damn it, we want to hear it. As a result, the sub is turned up way too loud. When properly balanced, a sub supplements the music but does not drown out the primary speakers. Turn down the sub's volume.
Play with the various choices for a crossover frequency on your Yamaha. And yes, use the bass management controls in the AVR as opposed to those that are on the sub's amp. I'd try an 80 Hz crossover point first, and then some trial and error until you find what seems to work best.
If you try these cost-free things to make sure you have balanced your new sub to the Dentons, you might find your present speakers can stay

.