Ok, I so I assume they're all too close to each other to make a blanket statement about which pair sounds the best.
I like to listen to a lot of different music so I don't know how helpful this will be: Pop (the Chainsmokers, Katy Perry), more "synthpoppy"stuff (Purity ring), Hip Hop/Rap (Kanye, G-Easy, bunch of German rap), rock (Red Hot Chili Peppers) and a bit of metal (mostly Sabaton). It seems I need some sort of all-rounder...
I'm also interested in how big they are and how well they fit compared to the KZ ATR. The ATRs are nice but a bit bulky and my right ear starts to hurt after wearing them for a while.
In terms of fit I think the Tenmak Pro would be the best out of the over-the-ear type IEMs. The **** 4in1 would probably fit well with the proper tips but they are a bit heavy.
In terms of sound, I know the **** 4in1 lack a bit of overall bass and have been reported to have sibilance in the highs, going by this review: https://audiobudget.com/product.php?brand=****&id=4in1
The **** UE are balanced but the bass is not very imposing which may make some of the genres you listen to seem a bit cold: http://www.head-fi.org/products/****-ues/reviews/16035
The Tennmak Pro are one of the best regarded IEM on this site. This doesn't mean they're better than the other options you mentioned, but they are popular due to a combination of their price, their fit (they are significantly smaller than other comparable IEMs) and their sound quality and features. Here's a review by a head-fi member that has had experience with many chinese IEM earphones: http://www.head-fi.org/products/tennmak-pro-dual-dynamic-driver-professional-in-ear-sport-detach-earphone-headphones-with-microphone-remote-black/reviews/16601
The KZ ZST are considered by some the best earphones in KZ's line but there aren't as many full reviews for them as there are for some of their other models. Personally I read enough good opinions about them from people that appreciated other KZ headphones I own to purchase them but you should keep in mind that the cable that comes with the ZST is, according to some measurements pretty bad, and the silver upgraded one you can buy (with angled connectors), improves the sound significantly and can be bought for around $8. If you consider the ZST, just be sure to factor that into your budget.
If you are interested in the ZST the very colorful version of them came down in price very recently (it was nearly twice the price a few days ago). I ordered mine from here: https://www.aliexpress.com/item/Original-KZ-ZST-BA-DD-In-Ear-Earphone-Hybrid-Headset-HIFI-Bass-Noise-Cancelling-Earbuds-With/32760612759.html?spm=2114.13010608.0.0.SzVeLn
And this is the cable you should buy should you intend to get the ZST. https://www.aliexpress.com/item/KZ-ZST-Cable-2pin-0-75-mm-2-6M-Upgraded-Silver-Plated-Cable-Earphone-Upgrade-Cable/32741252790.html?spm=2114.13010608.0.0.SzVeLn
I don't think you can go wrong with any of them to be honest, just read each of the reviews impressions and decide. I couldn't decide so I ordered all of them (except the **** 4in1).