Soundstage and explosive dynamics?

....because everybody wants gigantic, hulking crates for speakers, a big honky sound, and 110dB, right? This doesn't strike me as a debate so much about dynamic range as it seems about just blaring, deafeningly loud regardless of the quality. 
The foundation of excellent imaging is flat response across a broad range of volume. You cannot have excellent imaging without that characteristic. Huge speakers are very well known for sonically falling apart when operated below their optimum power. Speakers with smaller drivers remain much more coherent across a much wider power range at the cost of some dynamics at the their limits. It's a trade off and very few speakers deviate far from that truth. That's all I'm trying to say and have acknowledged here.  

Not going to comment on horns here because do not have enough experience beyond PA systems to add any value.

I have heard some impressive dynamics and excellent imaging from medium sized tower speakers with cone drivers that can be had for under ten grand new or used.  Many suggested here already. Here’s my list:

Focals - 1038 Be II or Sopra 3 - used
Wilson - later Watt Puppy or Sophia models - used (good choice IMO)
bigger ProAc Response models - used
PMC - Fact 12 - used (pair on Agon now just above your budget for nearly 1/2 price new, FYI)
Monitor Audio Platinum 300-II - used
Vandersteen - Quattro, maybe, preferably CT model
Revel Ultima Studio 2 - used - very good with right amplification 

none of these are going to be as efficient as horns of course, but you will not need a monster amp to drive most of them to achieve what you are looking for.  I don’t know what you are using now, but these are all very good for around ten grand, give or take a few big ones.

@kosst_amojan

There is another world out there beyond even high end home audio and you might be right to call it totally crazy but explosive it is

https://m.youtube.com/watch?v=M2X6jisRSk8

This studio was built only a few years ago and is similar in setup to Mark Knopfler’s studio. Those are 15 inch woofers - all of them! And that delivers up to 121 db SPL continuous at 0.3% THD. Surprisingly, the low volume performance is even lower in distortion - so big and powerful can play incredible detail too.

These drivers all get broken in at the factory with a serious stress test

https://m.youtube.com/watch?v=ZEBICv7QPDM

^Many huge speakers require very little power and volume for excellent dynamics. This would be glaringly obvious if you were to compare some volume-matched Altecs and some narrow-baffle tower speakers at around 70 db. What you’d find is that the lower efficiency tower speakers require the louder volume to come alive.

Some consider dynamics as simply chest-punching upper bass. That’s what the narrow baffle, 6" woofer tower speakers tend to do well.

What the large horn speakers can do (with only a few watts) is create a realistic orchestral crescendo, or a kick drum that gets eerily close to the real thing. Yes, they have to move a larger woofer, but the woofers typically have very light paper diaphragms and are designed for low excursion. This allows them to produce very fast bass. Subs OTOH are usually designed with much heavier diaphragms and suspensions. They’re also designed for long excursion. This is why comparing a 15" horn loaded bass driver to a typical subwoofer is useless.

Anyway, the most dynamic speakers are large speakers. As others have mentioned, it’s basic physics. It’s why most "class A" full range speakers are monolith size.

Hey... If you want to argue with my experience, fine... My experience tends to match what a lot of audio rags say as well. I distinctly recall the review of the FGU3 Stereophile did where it was pointed out how unusual it was for a large system to come alive at a mere whisper. 
My Focals are powered by a whopping 40 watts of Pass designed power. I'm quite happy with this pairing. It doesn't matter if I'm throwing Tool, Bassnectar, DCD, Collide, or Loreena McKennitt at this thing, I get wide, deep, precise, convincing images and dynamics that reflect their live acts. I didn't spend much time looking at horns because I've only ever heard one system of any type that had horns I liked. Horns always seem to have a very in-your-face presence I don't care at all for and I've never once heard a horn imagine in a convincing way. If somebody out there has a pair they want to park me in front of I'll be happy to try them.