Which is better for running and gym use?

The Pro X. It is IP55 rated, wireless and has a sports-oriented fit, while the Shure has no water-resistance rating and a cable that can snag.

Which sounds more detailed?

Both use balanced armatures, so detail is strong on each. The Pro X adds a 12mm dynamic driver for more bass weight; the Shure leans neutral and vocal-forward.

The Shure, in practice. Its detachable cable can be replaced and it has no battery, while the Pro X battery will lose capacity over years of charging.

Is the Pro X worth stepping up to over the Shure?

If you want wireless, noise cancelling and call mics, yes. If you want a wired in-ear that can be repaired and never needs charging, the Shure is the better fit.

Do I need an adapter for the Shure?

Yes on phones without a headphone jack. It uses a 3.5mm plug, so a dongle or a player with a jack is required.

Which is better for calls?

The Pro X, with six beamforming mics and speech enhancement. The Shure relies on a basic inline mic.

Status Audio Pro X vs Shure SE425 Pro (3.5mm)

The Pro X is the more versatile buy: true wireless, hybrid noise cancelling, IP55 and a mic tuned for calls, with owners praising detailed sound and a comfortable fit. The Shure SE425 Pro is a wired in-ear with a detachable cable and Shure's balanced-armature sound, built for people who want a stable wired connection and long-term durability. On features the Pro X wins clearly; on build and repairability the Shure has the edge.

Choose the Pro X if you want wireless freedom, active noise cancelling and a mic for calls and sport.
Choose the Shure SE425 Pro if you want a wired, repairable in-ear with a detachable cable and no battery to age.

Prices

Status Audio Pro X: $249.00 at Amazon (last seen Oct 31)
Shure SE425 Pro (3.5mm): $249.00 at Adorama (last seen Nov 8)
Difference: both cost the same at the latest prices (Oct 31 and Nov 8)