I also have a Lena cup, small. It has to be emptied pretty often on heavy days but even when I was learning, I never caused a mess. Sometimes you do have to flush twice if you empty it into a toilet. I haven’t tried other brands but Lena is supposed to be softer. I do find that it makes me kind of crampy and uncomfortable and also makes it harder to pee, but I put up with these annoyances as being the most acceptable of the available options. (I was never a tampon user, so I can’t compare.)
I use Thinx for backup on heavy days because on those days, if I get a leak–and sometimes I do, since I can only tolerate the undersized cup–it is a LEAK.
I just wash mine with soap and water in the sink.
Having sex with it must be a YMMV thing. It would be clearly impossible for me.