It's not a question of how far you turn your stuff up, it's just a matter of what it can and can't do.
There's no problem using all 2500 watts from a 2500 watt amp, it's meant to do that. But the gain control is a seperate amp altogether, that compensates for the ranges of different input voltages from your headunit, turning it 'all the way up' may be trying to get 2000 watts from your 2000 watt amp, or it COULD be trying to get 8000 watts from your 2000 watt amp. That's what blew your gear, not trying to get the most out of it.
Your amplifier has transistors in it that modulate the electricity to create sound waves, and when you exceed the capacity they have for modulation, they just run all the way open positive or negative, this is what clipping is, those components are meant to run on a duty cycle, they're not meant to runn 100% output for lengths of time, and neither is the power supply.