Best CGM patch experience and recommendations

I use kinesiology tape.
I cut a short length (rounding the corners to reduce chance of it peeling off, and making sure the skin there is dry and without sun lotion/moisturiser). I also put a disk of paper the size of the sensor between them to avoid pulling off the sensor when you remove the tape. It's a bit of a fiddle applying it centered and smoothly, particularly if you've got your sensor somewhere inaccessible, and it can be helpful to have someone else help.
Even for multiple extended swimming sessions over a day at the beach I find this keeps it on.
The tape seems pricey per roll, but you get dozens of patches from it, so it works out cheap.

Saunas on the other hand are a different story - I've never successfully kept a sensor on in one. Maybe skin-tac would work? I haven't tried yet.

I use diabeticsupply.com for mine. Never had an issue with any of their patches or device stickers. They do over patches (cover the whole device) as well as other designs in patterns/pictures and in plain colours. They have videos on how to apply/remove the patches on their website. Mine have always last the full two weeks and withstood any activities, including swimming.

try skin grip a little pricier than not just a patch but better in my experience

I’ve experimented with quite a few patches over the years, so I completely get how tricky it can be to find the right one—especially for intense activities. Personally, I’ve found that patches with full sensor coverage and strong adhesion work best. My go-to is the Not Just a Patch, as it’s been reliable for durability and comfort, even during sports.