Not trying to convince your anything, just putting it out there for those that are plagued by this, but I had similar issues and memory foam tips solved this for me with airpods. For me they'll stay in if i'm basically motionless, but as soon as I move they're on the run.. With the foam tips I'm able to do basically anything and not worry about losing an expensive earbud.

I'm afraid to try expensive over the ear headphones again after a pair of XM3's started making the most hideous screeching noise right after the warranty expired.

Sony.

Like you, I have weird ear canals, and I've always struggled with fit; the Apple ones are the worst.

I have the Sony earbuds, and while I agree they fit a little better, I find the memory foam disgusting. It also degrades over time and becomes brittle. My solution was the Alza SednaEarfit Max, which are silicone earbud tips that fit the Sony. They are easy to clean and come with the tiny mesh that prevents ear wax from getting into the electronic part of the earbud. Of all the tips I've tried, these stay the best.

However, they still fall out too easily if I'm eating (from jaw movements) or lying on my side.

PS. You mean Sony WH1000MX4. Not Sennheiser. Although Sennheiser makes the Momentum True Wireless, which comes with silicone earbud tips.

What about IEMs with custom earmolds?