This is a really big question you’ve asked, but the quick answer is that all the insulations you mention have more in common with each other than they do differences as they are all a class of insulation called ‘continuous filament’. Continuous filament insulations are excellent for large panel items like bags because they can span large distances with little quilting which minimizes heat loss.
They differ in the characteristic of the polyester fiber.
3D and Delta were Polarguard branded products, now discontinued.
Climashield XP is the current c.f. insulation with the highest clo value (0.82), a standardized measurement of thermal efficiency. Combat is the Berry Compliant version of XP. HL stands for “high loft”- that particular insulation has more physical loft for the weight, but a lower clo value (0.68) despite the greater loft per basis weight. But many people equate loft directly with warmth, so those folks will like HL. It is a little bit softer than XP and was carried here for a time.
Wiggy and Jardine both have valid points. Wiggy’s lamilite is a c.f. product made for him from the folks who make Climashield (western nonwovens). It’s a good insulation and reminds me of earlier versions of Polarguard like the original and HV because it’s stiff and relatively heavy compared to things like XP. But because of this, his insulations have a good reputation for retaining loft through compressions which is good since he often sells his products to folks who keep them for emergencies, such as the sleeping bag he sells that’s vacuum packed for military emergency kits.
Jardine’s point that insulations go flat is also valid. The more you compress them and the greater the number of times they’ve been compressed the less loft you will have. But be reasonable about how much you compress them (no compression sacks) and you will get good use out of your new bags. Your HL bag was a good choice and you should do fine with it.