H&R sports are stiff, there is no way around that. I have that Bilstein sport and H&R sport combo, and while not as severe as you mentioned, it is still stiff (in my opinion manageable - but I think that is not the general consensus around here). The dampers, once you replace them, will help as you will have decent compression travel. If still unhappy, try (if applicable):
- replacing the runflats
- going with a smaller size wheel, allowing for a higher tire sidewall.
- going with a softer spring - Eibach ProKit seems to be the more comfortable alternative.
And that is correct - with Bilsteins, the bumpstops are inside the damper.