Naim / Sennheiser Combination - How do I get the best out of this gear?

Steve - welcome to the forum.

I’d run the Sennheiser amp from the pre rather than the CD player. That way you don’t need to switch outputs on the CD player each time you need to use headphones (SQ is slightly compromised if you have both DIN and RCA outputs enabled). Just make sure you have a correctly wired DIN to RCA cable.

No issues connecting your Mac via USB to the Sennheiser amp. You can play Hi-Res files using software such Audirvana. Have a look over in the Streaming Section or do a search and you should find some more info on doing this and other options.