Email Pyramid and ask them--how long are the long sets, and can they safely go through the body. I had a Pyramid string break right at a tuning peg one time. I emailed them and they got back to me very quickly and helpfully. They sent a new, more proper length string to me free of charge. It's a small company, and I believe you will get good advice from them.
I've had a set on a Reverend Dub King for about a year now (short scale, thru-body stringing) without any issues.
I put TI flats on my Reverend. The E popped during the first gig. After researching, I forgot where I read it, where flats are not recommended for string thru. The angle at the bridge is pretty steep, and there's not enough "give" on flats
Pyramids and TI are fine thru body. TI have a smaller diameter core wire so depending on how hard you play that could be the problem.
Been playing TI's on a string thru for years, never had a break or any issues. Only used Pyramids for a while on a string thru as well, again, no problems at all.
On my custom half-fanned P/J, my string-through ferrules are set back farther on the E string so there is less break angle over the saddle. Lakland bridges are like this, and they are a better design.