ProtegeManiac
Headphoneus Supremus
(Direct paste on the reply box)
Here's a Westone2 in my ear. That tiny shell really sticks in there well...if I have the triple flange tip on, otherwise the left ear feels OK with the medium tips until I move (large is too big).
Here is an Aurisoncs ASG-1.3. Slightly larger shell that mimics CIEMs, as in they shaped the inner side based on IIRC an average of 90% of the custom earphone molds they had on file, and sticks in really deep and stays put better than the Westone2, although that's not necessarily more from resting on the conch than that the Sony Hybrid and Aurisonics tips just fitting me better than the Westone tips in my left ear (it's a bit looser on the left).
Now here's the KZ ZSN, a shell design similar in style with the ASG-1.3 but without that kind of database to dictate the shape, with the stock ZSN large tip sticking out badly. Medium is too loose in my left ear. Large stays in...until I move, as in your case. But...
...here's the ZSN with some third party triple flange tips I got off Alibaba. Still sticks out a fair bit, ie I don't really feel the shell against my conch, but it stays in there well enough. I have to move in such a way as to tug on the wire for it to slide back out of my ear canal.
There's one problem there - you're totally relying on the friction around the eartips without a cable going up and behind your head.
At the same time they might actually not even be able to go any deeper as the extrusion for the electronics is functioning as much as a blockade for getting them deeper than they are effective as a hook (this is why I still don't use these, even as beaters).
Try some foam eartips. Not necessarily Complys immediately, you can test a cheaper set just to see if it holds up against your ear skin oil. If it works fine, then maybe splurge on the Complys after.
As for moving too much well how much movement is that exactly? You have to set some expectations a bit lower - anything short of custom IEMs you can't really expect them to stay in there with vigorous movement as anywhere near my prior examples (though of course some people can get away with non-Customs for the gym) save for the one where I test the fit by running up and down stairs.
As for talking and chewing, you really need to lower your expectations there. Jaw movement moves the ear canal, which is why I open my mouth when inserting and pulling out my IEMs, and why anyone getting a mold for a CIEM or hearing aid or noise blocker has to have a bite block until it sets or until the scanner is done. This is also why anyone that has to sing, much less jump around or dance at the same time, tends to go with custom IEMs.
I mean I use my IEMs to talk on the phone but it's not like I move my mouth the same way I would if I were on a theater stage. Think "poker faced stiff upper lip businessman" for the most part, with some mild laughter at worst - nothing like how they have to do their faces in theater because this was from a time when cameras and 100in HDTVs were not even anywhere near possible yet.
And I don't really eat with IEMs on either, not even a simple sandwich or a piece of chocolate. On the flipside if you can't hear your own chewing as to annoy you that could be an indicator that the eartips are not actually sealing your ear canal well. And it's not from how I chew either consider I attended a school where you can get chewed for how you chew (all the way to "that's not how you pick up chopsticks off the table").
If you're willing to try something wired the only IEM that won't loop up over my earlobes that I'd recommend is Etymotics, just note that it still didn't pass my "late going up the metro station" test.
