Do the comply foams with wax guards change the sound?

They are nothing as drastic as making an Etymotic sound like an Atrio, but the changes are apparent. They are definitely noticeable, but not so different that they sound like different headphones.

 

If you cut the foam that extends past the spacer, the Comply won't affect the SQ at all.

Just something I posted a while ago:

How do the foams change the sound? I think it's still the wax guards that change it. I mean it's kinda obvious that a layer of material over the driver would mask its sound. 
 

I have to agree with what ClieOS said. It does make the sound muddy. I used to like them a lot but you sacrifice a sound quality preference for comfort. Reason why I switched to triple flanged on all my IEMs. Including my 535s. I feel like they get deeper in the canal and achieves a better sound isolation without the personal acoustic nuance that comes with foam tips. Although comfort is a problem, the earphone usually doesn't stay in my ear for more than 1 hour or so, so its not a BIG problem. I haven't had experience with the TX series, but that is only because I stay away from foam tips in general. I would hypothesize and expect that the filter would cause some problems. Probably more than the foam itself. But that is only as good as anybodies guess I suppose?

No, you misunderstand me. Anything you added will change the acoustic impedance, including the foam on wall as well as the sponge / foam blocking the earwax. depends on how many and what kind of material, it can very.
 

I don't have any of the non-filtered Complys to compare against, but on my SE530s the Tx100s cut bit of sibilance compared to the Shure olives.  That may be a small HF cut, but its likely just the different foam.  I don't notice it making the 'phones any softer either.  I don't think the filter does much of anything sonically.  There's probably some subtle, nitpickey things someone could conceivably notice, but its sure not changing the basic character of the 'phone.

 

What could change the character of the 'phone is using a foam tip on a 'phone that wasn't designed for it.  I don't know what the default tips for the ATs you're looking at are, but if they're not foam its possible that the Complys (filter or no filter) could kill most or all of the treble sparkle.  The Shures seem to be designed for the olives and, for example, sound rather thin the tri-flanges.  On the other hand, they seem to sound just fine with "soft-flex" sleeves that seem to be made out of a different kind of rubber.

I have never used the Tx series. However, I have used T400s and 500s. I am currently using the S series on my IEMs, especially my RE0. These are not as soft, nor bounce back as quickly. They have a similar smoothing effect on the RE0s, but I don't think it's as pronounced. I like them a lot.

I'm using the TX100 with my DBA's at the moment and I purchased the T100's at the same time, I can not notice a substantial difference between the two at all. The Comply overall does make the sound a little warmer, but, between the two I'd say it was pedantic to comment on a noticeable difference

I have to agree with the 2nd post, it is noticeable if you are looking for that nth degree of detail, it is noticeable.  Trimming seems to help a bit, but not sure if the change is due to the guard or just Complys in general.  I have a set of the non-TX series, but they are too long and not designed for the IEMS I'm using the other Complys with.  I find a bit less loss of the highest highs and some lows with the Olives than even the trimmed Comply TX500s, only when I'm listening really closely.