I had the same problem until my trainer suggested I try a menstrual cup and told me to check out https://menstrualdisc.com.au/, because that's where she bought hers. I tried it, and honestly, it completely changed my workouts. I lift weights, jump, do burpees — and nothing gets in the way, there's no discomfort or fear of leakage. I especially love that I can go through an entire hour of intense training without thinking about anything else. It's just a whole new level of freedom in training.