I have a Marantz 7012 that supports DSD (upto 5.6MHz) over DLNA. (As native DSD not DoPE)
This works well with JRiver but it is limited to stereo, as the 7012 does not support multichannel over DLNA.
I assume the 8805 will be the same.
I also have an Oppo 205 and this does support multichannel over DLNA including DSD, this can then be passed into the Marantz as DSD over HDMI and again works well with JRiver but the Oppo does not do gapless playback.
So my conclusion would be stick with JRiver converting to PCM and sending it to your 8805 over HDMI.
N.B. if you are using any DSP in JRiver or your Marantz then the files will be converted to PCM anyway before they reach your DACs, as it is not possible to perform DSP on DSD streams.