Just so you know to avoid confusion... HE1000se is a different headphone than the HE1000 Stealth. The HE1000se has some different colors, is tuned generally a bit brighter and more recessed in the mids, and is slightly more technical than the HE1000 Stealth.
Haven't tried the XS so can't really compare though.
I heard both the Caldera and 009S at Canjam SoCal this year. Imo, Caldera and almost every other headphone isn't in the same league as far as clarity goes vs Stax electrostats. Detail retrieval, speed, separation, image definition, and everything clarity are pretty significantly better on 009S. I think Caldera's thicker, warmer, and more intimate presentation works against it in this case. Caldera wins on bass quantity and slam but the 009S is surprisingly not too far behind on the slam part.
I have both Tidal and Spotify. I cannot reliably tell the difference between Tidal's FLAC 16 bit 44.1kHz and Spotify's very high setting once I volume match. Volume matching is huge in quality perception. Another possibility is that you straight up don't have 320kbps enabled in Spotify settings and are hearing the ultra compressed lower res versions which do make a big difference. I also have some extremely transparent and high-end headphones, so the gear isn't the limiting factor.