The only way to get higher sectional density is to raise weight within the caliber, not sure how depleted uranium, tungsten or platinum would help do that unless you're planning on a very fast twist rate on your barrels?
In your example of the 80 yd cow incident, the bullet did what it was supposed to, it was applied improperly though. Cup and cores (and Barnes too, I've been on the phone with them as well) have a minimum and maximum impact velocity. Generally speaking for a c'n'c: 1800-2800 (several exceptions, Berger and sst will get the floor closer to 1600). In my 300 wm I ran 180s to help alleviate some of that dilemma, at close range they'd not over expand, and at longer range, I could put them through a bone knowing they'd still keep trucking. Thus far I've only seen 1 cup and core run hot to cold and exit EVERY time, including impact velocities >2900 from multiple angles. At excessive speeds the monos will still shed petals, even Barnes makes no promises if you push past the ceiling. They do make for a wonderful hide bullet for the tiny exit they make, but depending on the terrain, quarry, and time of year, a mono is not always the right answer around here. Some days I need the high bc splodorific and some days I need TUFF, many days I'm in between, and my loads reflect that as I have a lil of everything ready to go, in general my preference is a detonation inside the chest cavity and it serves me well as I'm quite aware of what I'm asking my bullet to do. Using heavier metals would certainly not serve a good purpose for the hunter who KNOWS his bullet.