I honestly don't know where else to bring this up. It's frustrating - really, really... REALLY... frustrating.
Every pair of in-ears I've ever owned have caused me a great deal of pain, even at low volumes. Regardless of tips doesn't seem to matter. I don't even have words for this really. I've purchased a pair for running from MEE. Their sport-Fi S6? I don't think it's the ear phones that are bad this team. This is a problem I've had nearly all my life.
Any supra-aural phones are just fine. I can listen to them at any volume at all with no pain or trouble.
I've been trying to branch into higher priced IEMs... but if this is a problem I'm going to have at any grade... then I'm best off not dropping that kind of coin. A friend just got me a deal on GR8 and GR10s...
The only thing I can think of is that it's a pressure thing? Have any of you known anyone else to have these problems?
Make an appointment with an ENT surgeon.
Your ear canals need careful microscopic examination.
Most likely you are developing chronic otitis externa. This is a common skin disorder of the ear canals, that develops insidiously. It often comes to light with discomfort when foreign objects of the type you mention are inserted in the ear canals.
The sooner the condition is diagnosed and treated the better the outcome. Unfortunately recurrence rates are high, and putting objects in the ear canals increases the recurrence rate.
You need to have your ears checked out, as if you get an acute attack of otits externa on top of a chronic one, you will be in a lot of misery.
In the meantime don't put anything smaller than your elbows in your ear canals.