I have the zst zstx and 215 Shures. The biggest advantage of the Shures is that they definitely have a much better driver than the kz. It's got a tighter sound that is more flexible to EQ. I was immediately happy to hear how much cleaner the tone is. Much more accurate and smoother sounding but still powerful when you bring the EQ. The zst and zstx is great for how loud it is but I think they are too hard on your ears over long periods. That piercing built in EQ is great for short sessions but it's hard to stick with them after a while when you're not hearing the overtones anymore because everything is fatigued. I've spent way too much time twisting knobs thinking something is missing but find it's just a lot of ear fatigue. For some reason the Shure 215 has definition in the sound but it's not so bright and piercing unless you set your EQ up that way. It also has a nicer low end because it feels more like how a nice bass amp would sound vs just hearing the lows without feeling the sub bass like with the kz. It's like depth but not mud. To me that's a nice touch and helps me EQ a better tone. The tuning of the 215 definitely works better with my preamp EQ and brings out more of everything. I've tried different EQ and different pedals and it all sounds better.I know people that go for the cheapo ZST and are happy. Personally I prefer the Shure 215se. (£85/$100USD) they are comfortable, fairly neutral, robust. I've had my pair for 8 years.
I'd go custom but I'm worried about them getting lost/damaged whereas the Shures are cheap enough to quickly replace without be feeling a big dent in the finances!!