I had a similar experience a while ago, I was using the small tri-flanges and one of them was definitely louder. Switching between eartips made me realize they were ok. I suggest you to do the same first, also try removing the filters after trying the tips. Take your time. If you're using your laptop. some players allow to listen in mono instead of stereo.
The OP figured out the issue... Software issue, not hardware ;)
No problem. Now go out an enjoy your HF3 :D
Yup, it only changes when you plug something in XD it is easily overlooked :p IDK why it does that randomly though :(