After a week or so of testing, all looks well. No compatibility issues with any hardware or software. Sonar is happy, Kontakt is happy, Synthmaster is happy, Play is a problem but Play is always a problem :D.
I don't notice any improvement in speed really, but of course I wasn't expecting to, I didn't come anywhere near maxing my old system with my playing around in Sonar. Things load maybe a bit faster, but that is largely because I added another very fast SSD.
System works great though. No issues, no complaints. If you wish to have an ultra high end system, I see no reason not to get a Haswell-E. You are paying a massive premium for the performance, of course, but you know that going in. If you want even more performance, the processors overclock very well. I decided to run mine at 4GHz since that is pretty easy to do and you needn't apply much extra voltage to do it.
Only problem I've had is that I've needed to resave all my files since I moved my samples. Each time I open one Kontakt freaks out and can't find any non-library content. So I have to point it to the directory and then resave the CWP.