I can't speak on the Philips SH9500's, but I can tell you your positional audio issue.
I've stated this in numerous threads on OS so I'll quickly rehash without going to deep. You have two camps, stereo (2 ch) or Surround sound (5:1 or 7:1), the way sound is handled differs drastically. So in stereo you are getting an accurate "side" of the source of sound, left of center, you will hear out of left ear cup, same for sound handled on right. Center sounds will come from both ear cups, but distance, height, etc will be different per game, based on the sound engine used. Now surround sound is handled very differently in the sense that sound is artificially processed by an on-board control unit. This processor is "virtually" trying to make up the location of the sounds based on a algorithm (also includes reverb & other simulated effects to give the impression of depth), so it's "interpretation" will have room for error. Which like 2ch is also based on the sound design of the game and how well it handles the different "virtual" surround sound processors (Dolby Pro Logic, Dolby Digital, DTS, THX, etc etc).
So while this debate among camps can get muddled with lots of mumble jumble and bias to one particular side, there is some truths that have stood. 2ch is better for music, it's recorded in this fashion and listening to how it was designed produces the accurate representation. Gaming, positional audio for the most part will be more accurate via 2 ch. Movies, surround sound is the clear winner here, much more immersive experience where positional audio isn't hamstrung by lack of pinpoint precision.
So if I could give one recommendation. Shoot for high end headphones (not headsets) built for quality of the sound & sound stage. While you will have to sacrifice some features like wireless, ease of console use, built in mic, etc. The pros you will gain should out weight what your giving up.
I'd look into Beyerdynamic, AKG, Audio-Technica, Hifiman, and even certain Sennheiser's (be aware a Dac + Amp would more than likely be needed). The SH9500's might be fantastic for the price point, but if you want to stay Philips and proceed more into the high-end, I'd consider these https://www.amazon.com/Philips-X2-27.../dp/B00O2Y2MZG
While I'm no expert on sound, I am very knowledgeable on headsets/headphones when it comes to gaming. I've owned roughly 6 different headsets and 3 different headphones. Throughout the years I always thought sound was sound and never knew the pronounced difference in paying for high-end quality until I finally bit the bullet and spent the money. It's a stark enough difference I'd say is akin to 60hz vs 144hz. Once you experience it you have that A-HA moment, "nooooow I understand". I'd say open-backs was that moment for me.
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