I had to read
Mrs. Dalloway for class and I loved it. I did find it a little diffficult to read at the beginning but really didn't have much of a problem as I went on...but then I also had an awesome professor and that helped.
Sybarite, as you say, there are countless layers and I guess this should not come as much of a surprise given that that's pretty typical of modernist works. I found it interesting that Woolf was so critical of Joyce for setting
Ulysses in a single day and then copied him in
Mrs. Dalloway. I read some of her diary entries...she called Joyce a "he-goat."

But then...she did seem kind of upset when he died.
You're also right to point out the shell-shock issue with Septimus. I guess now it's called PTSD (posttraumatic stress disorder)...I wonder how aware of it people really are even today.
"
If you could hear, at every jolt, the blood
Come gargling from the froth-corrupted lungs,
Obscene as cancer, bitter as the cud
Of vile, incurable sores on innocent tongues,--
My friend, you would not tell with such high zest
To children ardent for some desperate glory,
The old Lie: Dulce et decorum est
Pro patria mori."
~ Wilfred Owen, 1920