Penon audio has a set for 8.50, and clam compatibility with many sonics (see the link for the list)
http://penonaudio.com/VSONIC-Foam-Eartips
Comply list the 400 as compatible with the gr02, with is in the list, so if a=b and b=c, then theoretically, the 400 series should work. But, you point out the 400 series doesn't work. I think I have some 400s at home to try, but at a conference for a week.
I spent a leg time on a plane today using both the AN16 and the sennheiser IE80. Guess which where more comfortable and sounded better? Of course the IE80s did, but the AN16s certainly gave the, a run for the money. I probably won't keep the AN 16s unless I can get comply comfort tips working, so we'll see.
My guess is that the AN16s are now a collectors item that will be worth millions one day!
I hate giving people incorrect information, so I looked back into this as much as I could. This is what I found.
The Penon audio set are the same VSonic foamies I bought off ebay. They're very similar to the ones that are included in newer headphones, not the old gray foamie with the hard, semi-reusable core. Just going off of a few specifications, the AN16/GR06/07 have a 3.5mm nozzle. That's 1 mm bigger than my MG7 (the reason I had a Shure christmas tree and Shure olives), which I could also use on my Klipsch S4 and X10 (which are apparently 3mm). The GR02 has a 5.5mm nozzle. That's the same as the MEElec M9, and about 80% of the headphones on the market, it seems. I can assure from first hand knowledge that to get those VSonic foam tips from Penon (assuming that are what I got from ebay) on a 5.5mm tip, you have to stretch the crap out of them. I did this a couple of times. The core is also kind of rubbery and degrades with normal wear even on a GR06/7. They cannot be used to make a T400 fit(at least, not long term).
It has been a long time since I bought any comply T100 tips. I thought they were inferior to the Shure Olives, so I've never tried those in this situation. It seems that after doing some reading, several people have had a lot of success with the Comply Whoomp (T140). It was made especially for the Apple In-Ear and essentially has Apple branding. As such, Comply probably couldn't say that it fits any other headphones (assuming it does).
I just gave my AN16s one last try with my last fresh pair of S400s I have, turned upside down, and they do sorta work. The right one pops off in my ear every time I try to take them out, and it seems overall to lessen their bass output.
Personally, I've have the best luck with the official Sony Hybrid tips with GR06/AN16 model. I think they sound better and are more comfortable, but maybe this will give you a few options to try.