The DP1 is indeed a good player and the BB500, although now dated, can put up a good performance. With any compressed dowloaded music you will never achieve the same quality as CD from a disc. If you are merely seeking to play MP3s, etc, then why not just buy a cheaper (than £1500)  CD player with this facility and use its digital out through the Black Box? However, if you want to upgrade your CD source, what sonic improvement are you seeking? IMO, although CDs have moved on some, your current set-up will take some beating with your budget. If you go secondhand, then you could get a very serious player indeed for that kind of money.

Incidentally, Naim don't do digital out on their players. I believe Naim CD players are best suited to Naim systems. Also, I'm pretty sure that the original CDX will not play MP3s.