I finally found bone conduction headphones that stay on while swimming (and they sound great)
Briefly

The H2O Audio Tri Pro headphones are designed for underwater use, offering a unique feature called Playlist Plus that allows users to listen to music offline by recording audio from streaming services like Spotify. Matthew Miller shares his positive experience compared to traditional Bluetooth headphones, emphasizing that the Tri Pro provides better sound quality under water. After testing the headset through running, swimming, and biking for two weeks, he notes that it has become his go-to bone conduction option for staying safe and enjoying music during exercise.
Bluetooth headphones work poorly in water; H2O Audio Tri Pro solves offline playback, sounds better in water, making workouts enjoyable.
The H2O Audio Tri Pro allows for flawless offline music playback while swimming, making it the ideal bone conduction headset.
With Playlist Plus, the Tri Pro records audio from streaming services for local use, enhancing the swimming experience.
Having tested the H2O Audio Tri Pro over two weeks of workouts, I found it to meet my needs perfectly.
Read at ZDNET
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