Sounds like it's a fit problem. If you insert them and they are comfortable, yet you can move them and increase SQ, I'd say they aren't fitting correctly. My advice is to take them to your audiologist and let them look at the headphones. If you are going to send them back for an adjustment, do it asap. It's far easier to be without them again early on. If the fit is pretty good, but not perfect, it gets harder and harder to part with them. Right now you haven't really gotten used to having them
And GREAT pics, Styrbjorn! You should really enjoy them! They bring a better sound the Shures as double the price and probably match even the triple-priced UEs!