I've had all three. I never warmed to either the G43 or G43X - the 43 was too small in my hands, and both grips are too slick, IMHO, for optimal shooting at rapid pace. I have NO idea why GLOCK just doesn't break down and put the Gen4/5 texturing on these. My G43X also gave the worst case of "trigger slap" on reset of any pistol I've ever owned - not sure what that's about, but I'm not the only person who's experienced this.
The Shield feels great in the hand, but is significantly larger for the capacity it delivers. Trigger on it is the most "meh" of the three, but it still delivered better than Glock accuracy for me.
The P365 is magic fairy dust small given it's a 10+1 pistol - it makes the G26 feel positively enormous. Smaller than the G43, with nearly twice the capacity and a better trigger is a hard combination to beat. The only thing going against the P365 is it's a Sig, which, unfortunately, means I just don't trust it completely. It's significantly more complicated than either the Glock or M&P, and, in my experience, more parts = more probability of problems UNLESS the company making it has an absolutely unimpeachable track record for top quality material and construction. That does NOT apply, in any way, to the Cohen era Sig, more's the pity.
Currently the only "smallish" pistol I own is a P365XL. I find it to be just about the perfect size for all but absolutely deep concealment applications. It's extremely accurate, surprisingly soft shooting, and has been problem free through about 1,000 rounds so far. Unfortunately, it's still a Sig, so it very rarely comes out of the safe for any actual carry. Lucky for me, it's winter, so my Dan Wesson CCO or G19 are getting all my carry attention. Not sure what I'm going to do when it heats up - I might break down and try another G43X, just for the "comfort" factor of not having any nagging worries in the back of my head that my pistol won't work when I need it.