Maybe stupid question but does your iem cable have a Mic and your hearing “Mic Monitor”?I've noticed wearing iems or most any earbuds that I can hear myself breath pretty loudly. I can also hear the slightest rubbing of the chord against clothing. Is there a quantification for what these types of noises would represent in THDN? Would it be over 100% since depending on the product, the ruffling chord noise can be as loud as the music playing when it happens, even breathing is pretty loud.
Are the cables replaceable? If so, get a set that are quiet. If you post a close up picture of the connector I can give you a recommendation for a good replacement that is dead silent and no microphone.
Are you using a dongle DAC/Amp like the Qudelix? It has Mic Monitoring for the headset if equipped with a mic and the Qudelix has its own mic. Make sure all possible microphones are off or turned down.