Hawk, lots of speakers get blown at parties when users "crank it up" in the spirit of the occasion, especially when drinks are flowing.
Try playing a CD, one with cymbals, vocals and good bass in stereo, turn the balance control all the way to the left, and listen to each driver of the left M22, with your ear fairly close (use a moderate volume level) while covering the other two drivers to make sure you are isolating each driver. Usually, the driver will work fine or it won't issue sound at all. If the voice coil is warped from heat or overdriving, you might hear a distorted scraping sound. You can also use the battery check I described to check the woofer/mids. Repeat the test for the right M22, turning the balance control all the way to the right.
By the way, your H/K has good protection circuitry, but that's used to protect the output stage of the internal amplifier, not to shield your speakers from clipping damage.
I doubt the subwoofer is damaged, but you can try gently pushing in the cone of the driver with your hand (with the subwoofer switched off)and fingers applying equal pressure. You should not hear anything if the subwoofer is undamaged.
If you do hear a scraping sound, then the voice coil has become warped or fused from overheating/clipping and is scraping against the magnet assembly as you press the cone in and out.
If you're really planning on playing stuff super-loud, then you need an outboard amplifier for at least the front three channels, and preferably larger floor-standing speakers like the M60s or M80s. Either that, or keep the M22s, get an outboard amp and a new or repaired center, and control the maximum volume level. The M22s are great little speakers and will play remarkably loud and clean when supplied with clean unclipped power in an average living room or slightly larger space, but I really think your much larger room demands bigger more capable speakers and a big amp.
Axiom Resident Expert