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I think the imaging, therefore the details, are obtained with not too expensive headphones, instead to have the same details on a system with speakers it takes a lot more money or not?
If the noise floor of the room is very low (i.e. under 30 dBA), you should get all the details that of a headphone of similar or more expensive tier in my experience. My Yamaha HS7 speakers on its intended nearfield listening has the same level of details as my Drop Dan Clark Aeon X Open and similar tonality to boot as well
unfortunately I have never attended rock concerts or concerts of live classical music (infantile cerebral palsy) and I live in a small town. when many live instruments are played together, do you hear the voice of the single musical instrument or is it like that?
Assuming that conductor is the person who should ultimately be able to discern single instruments/voices in a large group, I have never seen conductor addressing single instrument during full size orchestra performance. Same goes for a single singer in a large choir. Usually it is a group of instruments or voices which are addressed through first and second violins, cellos, etc.
Although I have heard that some legendary conductors are able to spot single player/singer in a large group who's performance needs to be adjusted. But I suspect that often particular performer is determine by visual cues he gives away.