Headphones

I like Sony stuff. I don't know about their cheapest earbuds but there's generally nothing wrong with their audio in the grand scheme of things.

The delay you're taking about with your Xiaomi headphone is just bad Bluetooth. You won't experience that with most current models from other companies.

It sounds like really what you want is a good IEM. Or potentially even true wireless earbuds. Something that isn't a full headphone and that's fine. There's tons of great IEMs at any price. But, I use wireless earbuds pretty much everyday all day at work. I would say if you stick with the major brands you really can't go wrong. If you're in iphone the airpods are probably going to be it for you. I'm not and would say that I really like the Samsung Galaxy Buds Pro 2 and the Sony WF1000 XM5 (which I have in right now). They're both pricey but, if you want something with good ANC 200$ is about where that starts. As I use them all day I've had and abused many different models from both brands. The original Galaxy Buds Pro are also pretty good and so are the Sony WF1000 XM4. But the newer stuff is just a little bit better at certain things from ANC to even overall comfort with the XM5.