The problem you're having is typical of anyone trying to get a good tone out of a valve amp when you're using a fraction of its total power. Valve amps sound great when they're turned up, but are not your best solution at bedroom levels.
Running the DT25 in low volume mode (IMO) negates any of the positive reasons for using a valve amp. 25 watts of valve power is actually quite a lot (hell, 10 watts class A is even louder), so what you've really got is an amp designed for gigging volume. So your HD500/KRKs are a much better option.
Unfortunately that means you'll essentially need two sets of patches if you want to use your HD500 with the DT25, as well as with studio monitors. If you're the kind of person who programs multiple patches per song, this can be a lot of work. It's not too big of a deal if you're only using a few different sounds/patches, but then you'd probably be better off buying a few nice analog pedals. They're more immediate, sound even nicer (esp. disortions/overdrives) and easily tweakable.