I made a startling discovery today and found that the triple-flange sleeves actually fitted me and sound the best. I've struggled with fit for the past few months, going back and forth between the silicone, foam, yellow foam and other 3rd party stuff like the monster gels and foams, and the Westone star tips and true fits, and they all either did not fit outright, or felt too uncomfortable.
I found the root cause of all this fuss was, the sleeves were not inserting deep enough, due to the angle of the wire makes in relation with the housing and outlet. I never had such a problem with the SE530 because the angle of the wire in relation to the housing is more like 90 degrees or an L shape, but the SE846's (and same as the SE535's, which I never owned) were more like V shaped. I've always just used the medium sized black foams on the SE530 and they fit me fine and can wear them for hours. Upon getting the SE846's I kept getting leaks from the medium foams. I tried to insert them deeper but the bend of the wire is always running against the side of my head, despite my dumping of the stock cables (with the memory wires) and going with after market ones (without memory wires). This improved somewhat but with some slight movements it was too easy to lose seal. I settled with the large black foams but they never seemed to sound right because I was mostly wearing them with shallow insertion and the sleeves never went past the bend in my ear canals.
I was almost ready to either sell the SE846's or go to an audiologist for some custom molds, but thought what the heck, maybe I should give the triple-flange sleeves a try. And this was a revelation. I think the sole reason for the triple-flanges being a good fit was because of the longer stem, which makes the sealing part of the sleeve further away from the housing, and in result a much deeper insertion. After a few trials, I found that by cutting off the top most part of the sleeve, which makes it a double-flange, is the most comfortable. I think I just couldn't stand having some foreign object inserted so deeply inside my ears. I knew I was getting a good seal as I can finally hear and feel the tremendous bass the SE846 has on offer. The double-flange does have a slight drawback though, as it is not as good isolating as the black foams, because I can still hear the outside sounds quite clearly, though not as bad as when I did not have the right seal.
Maybe I'll still go to an audiologist for a custom mold, but during occasions where I need to quickly take off the IEM's in case somebody wants to talk to me or I need to answer a call, the double-flange is now an acceptable alternative for me. During times when I can sit idle for hours (such as on a long transpacific flight) and listen to music without interruption, I look forward to having my own custom sleeves for the seal, isolation and comfort.