Having the same problem as the OP with my sleeves for the UM2. In fairness to ACS they couldn't be better about it, but the sleeves just refuse to stay on the earphones after a couple of months.
Stacey at ACS has been good enough to send me some of the alcohol cleaning wipes they use, I've tried them and the benefits are very short. Literally one wear before the sleeves and earphones resemble a bar of soap and wet hands. They just will not stay on.
The Westones have no "groove" or indent on the nozzle, so there really isn't anything for the sleeve to grip. a) the earphones slide off whilst the tips remain in my ears [inconvenient] and b) if I have to pop the earphones out (i.e. someone talks to me at a shop counter or such like) then without gripping the sleeves I'll lose them.
I'm sending the sleeves back again this week (3rd time). The past couple of times I've received them back within 48 hours so I can't fault ACS for their willingness. I just have a feeling that they may just not have the Westone design quite right. Something that covers more of the shell (over the top and round the back) just be required is there is no purchase on the nozzle.
Whilst they are working the UM2's with the sleeves some sensational and are comfortable as can be. I've really noticed the difference in comfort and isolation when I have to use the Comply tips. Isolation was one of my key reasons for getting the ACS custom tips in the first place (I hate hearing converations on the tube and train and I often am just listening to audiobooks, etc so the noise from the earphones isn't loud enough to drown out the chatter). With the custom tips I can barely hear any outside noise, even on the Tube which is a fairly noisey environment.