Hey Naruto,
I've noted this issue since I've purchased my HD500 and have been working on how to improve my sustain. And also there's a discussion started by me about this case.
As far as I'm travelling due to work needs, I don't have the HD500 nor the software to take a look at your patch.

But note that the sustain in the song of the link is not natural. Hear that is linear and repetitive... sounds like a highly compressed feedback harmonic on which the fade out is taken from the compressor pedal reducing the volume of the pedal (with your finger at the button). Because if you crank your volume up along with this fade out, you'll note that the note is fully there, just at a lower volume. Another thing that may be is a very fast delay with infinite repetitions and also with the fade out being provided by the volume button at the pedal.

But you know... it's just studio tricks to sound nice. But yes... there may be a way to get closer to that... and IMHO... better than the studio version (yeah... I don't like studio tricks)

Remember: I haven't seen your patch!! I'm travelling, over 1000miles away from my HD500 and my home computer with the HD500 edit.
First of all: Compressor
-> Try the “Tube Comp” model. Turn down the “Thresh” to get more sustain (and gain) from it.  There’s about 16dB of additional gain on the “Level” control.  I’m currently set to Thresh of 28% and Level of 27% and able to get some huge amounts of sustain out of the default setting of the Treadplate (full) model I generally use

Second: Tube Screamer
-> As I said, I can't look at your the patch. But are you using a Screamer before the amp? If not, I'd try. When using it, note that as much gain as you set at the Screamer, you get more brilliant harmonics (I love them) and also more and more sustain. So I'd reduce the amp's gain and provide the distortion from the Screamer (IMHO)

Third: Amp settings
--> Master: try setting it at 70%
--> Sag: 0-30% (try this range and check how it sounds. In a harsh set, I'd set 0% but I don't like the way it sounds. Give a try from 0 to 30% and check the sustain)
--> Hum: 50%
--> Bias: 75%
--> Bias Excursion: 25%

... hmm... hope I'm sure about the amp settings and I hope something got improved.

Good luck and post your results!