I remember about 20 years ago when Stereophile was a much much better magazine, they had a running series of interviews with music personalities about their art and hifi systems. IIRC Eddie Kramer had a classic tube system, Branford Marsalis an LP12 and Charlie Haden had a full Naim set up. Max Roach was also interviewed but I can't remember what he used but likely nothing that special.
Unfortunately I don't have my copies any more. After reading Stereophile cover to cover for quite a few years, I gave away all my copies in disgust for having made me focus more on gear than music. Given what Stereophile has become, it is unlikely they will upload this series on their website archive, although in recent years they actually have had interviews with current musicians, but no one particularly famous.