I personally never had fatigue & SQ problems with the W3 with Classical, Jazz & Acoustic music, which amount to 75-80% of the music I listen to - 65% being Classical only - and in fact the W3's were brilliant with these genres.
The issues I had were more with most types of Rock music, specially the heavier and busier types, ie lots of things going on at once, and here's where often the low & high frequencies became an issue for me after more prolonged listening periods at higher volumes, though not necessarily 'loud'.
And so, here's where the UM3X is the winner (for me), as it delivers in every type of music I listen to. I also had the SE530 and felt highs were weak, specially with Classical music and less so with Jazz.
Today I listened to Art Lande & Mark Isham's album We Begin (ECM 1987) and particularly my favourite track there, Surface and Symbol; the piano, percussion, wind instruments and synthesizer were presented so right by the UM3X, specially the high frequencies; the 'simple' percussion on this near 11-minute piece can be very fatiguing with other IEM's at moderately high volume. With the UM3X all the details were there, not veiled/ recessed/ rolled off. This is a relatively quiet piece that has this fascinating build-up - probably repetitive & boring for some.
If I didn't know the UM3X, I'd definitely be getting the W3's again, that's for sure, and not the SE530's.
EDIT: Another perfect example of were I definitely prefer the UM3X's over the W3's is Peter Gabriel's Red Rain from his album So (1986) - Here the (low) bass and (busy )drumming in particular are brilliant and VERY demanding for a good IEM as there's lots going on the whole instrumentation of the song with added vocals. I can play this track loud and get no thumping feeling in my ears or 'shrill' highs, but I do get that deep punchy bass and clearly defined highs.
Supertramp's Crime of the Century from the same album from 1974 is just another great example where the UM3X excel. Here the piano, sax, electric guitar and some great drumming sound powerful, specially 2 and half mins into the song - stunning!
Nirvana's Rape Me form In Utero (1993) - NO way I could play this song loud with the W3.
New Order's Blue Monday from their Substance album (1987) - same as the Nirvana's song above - I can play this one LOUD and it's just...!
OK, enough of what now seems like me trying to convince people out there to get the UM3X - I'm just so pleased and impressed. Yes, the W3 is a great IEM, but the UM3X is more my cup of tea. If I keep adding all these comments, I reckon, is because I know how hard it is to make the right decision with countless posts and reviews - been there myself.