You've already got and like a P365, so the answer is P365. This is a perfect case for.modularity---one gun, multiple setups. An XL grip/ slide gives you a little more to.hold onto while still being easily concealable. Sig now sells 10 round magazines for the Macro so you could even back your way into that, although I agree that the Macro may not make sense with a neutered capacity.
I'm in a ban state and plan on getting a regular P365 for cheap and adding XL and Macro components (I like the XL and I've got FOMO for the Macro).