I dont have any experience with "audio grade" capacitors but when i replaced all of the ones in my audiolab dac the other year i used thd cheapest ones i could find on ebay and didnt notice a difference.
Caveat that a different design might have different results but I hand built an O2 amplifier and rolled a massive amount of capacitors including Nichicon, Elna Silmic, WIMA, even sourced some out of production supposedly legendary vintage LCR audio ones (totally overrated in my opinion).
Found some interesting stuff along the way though including that most "audio" capacitors are way over hyped but there is also some nuances to that story. Again as above I'd caveat that things like ESR can mean you can't just roll any given capacitor in a design and get good / correct results without a solid level of engineering knowledge and a capacitor which might not work well with one design might be excellent with another.
One of the more interesting discoveries was that using the right bypass capacitor on the ubiquitous LM4562 opamp dramatically improves its already good performance - even in well designed commercial products if they lack it - almost makes me wonder if TI sabotaged it to protect their higher end LME49xxx opamps.