I hadn't responded because I have no experience with any of your equipment, much less the combos. But, maybe this response will inspire others.
Nice choice of the R4 over Fiio in DAPs: one of the best buys in audio. I'd select the Sennheiser 660s2 over the Fiio options here too, though ahead of the monoliths.
For reference only, I own the HiBy R3 Pro Saber and HiByDigital M300, and may consider adding the R4. I also own 2 HD598, with one almost always connected through a balanced cable extension to my R3.
This is not an anti-Fiio post: my favorite IEMs are Fiio FH3s. But it may be a bit of a bias against a brand that is new to headphones; whereas Sennheiser... The Fiio model does come with 4.4 and other adapters. Plus, it is less costly which is always big for me, other things being equal or close, as most things in audio are. Their cost is closer to the Senn 600s, which I assume you've eliminated, which is fine. I myself didn't like them as much as my 598s. Consider which option may have the most room for your ears, though you may have already screened for these factors along with others.
Not advice, but my thoughts on your options. Enjoy your eventual selection and especially your music!