I've never had an anchor fail to hold but experienced numerous failures to set.
I bought the early XYZ anchor (13lbs) and failed to get it to set .. more often than not. About 10 years ago I was in north Queen Charlotte Strait and heard a 50knot gale forecast. Knew a good anchorage (Allison Harbour) and went there. Took several attempts to get it set but rode out the day and a half gale. Lots of almost violent sailing but no dragging.
In Rocky Pass in SE AK we anchored in a small cove near a river outlet as our prefered anchorage was chocked w crab trap floats. Tried to set a 25lb Forfjord and it just dragged over the bottom. Tried the old XYZ and dragged easily along like it was a SS plate bottom. Third attempt was w the anchor that came w the boat in 74 .. a 13lb Danforth. Hooked right up and held backing down.
Not long ago we were in Fisherman Bay on Lopez Is in WA anchoring. Was a shallow grassy bottom. Put out my Supreme (w the RB cut off) .. didn't set. It was blowing 20 and cool so I put out my modified. XYZ. It wouldn't set either. Then I discovered the grass on the bottom. Put out the 13lb Dan and it didn't see the weed as a problem. Hooked right up.
There's been other similar times so now you get an idea why I kike that little Dan.
But I've never been unable to get one of my anchors to set .... and hold.
So my personal experence has been fine holding and poor setting. And few of the setting failures have been due to my experiments. It may be worth noting though that the little anchor that has never failed to do everything perfect is unmodified.
A contrarian idea, meant only for the sake of examination: if anchors X and Y and Z often/sometimes/occasionally fail to set...
Maybe the problem is that anchors X and Y and Z -- modified or not -- aren't the right anchors to have on board, in your area.
We have had anchors either fail to set, or more often, take a bit more work to set. An older Danforth in a seabed covered with leaves comes to mind... and sometimes a Delta in soup.
But eventually we've gravitated towards anchors that have never failed to set and have never* (well, except once) failed to hold. FWIW, none of those were an X or a Y or a Z, with our without modifications. A Delta we had once would fall into this category, though likely not exactly its fault since we were in known soupy bottom, with 8 boats rafted up to us, and with a current.
(* Edit: this, of course, is subject to life, hopefully continuing over time. Stuff happens, so I recognize just because it hasn't happened yet doesn't mean it won't.)
We DID have the one instance where one of our current anchor choices "failed". That was Fortress FX-23 -- slightly small, for our boat, since replaced with bigger -- on board because we had brought it over from our previous smaller boat, it was better than the original anchor that came with this boat, and we hadn't gotten around to upgrading yet.
It had been lightly set on short scope (with intention to improve that after Happy Hour). A sudden and unpredicted Summer squall came up before Happy Hour ended, high winds rotated the boat 360° on a tight rode over a period of about 2 minutes... and we started to move slightly. This was just a dinner cruise, we were only about 1 mile away from our marina, and weather threatened to be significantly soggy soon... so I didn't wait to see if the anchor would reset or not, just pulled it and motored home. I've not ever held that against the Fortress; I just recognize it was small for the job and I hadn't really set it correctly anyway... and that whole high wind/360° thing was semi-extraordinary in the very well protected anchorage we were in at the time.
Anyway, back to the contrarian thing: maybe your suite of 14 or 19 or whatever anchors still doesn't have one that will work in your area right out of the box. Rather than continuing the fight with those bubbas, maybe it's just time to move on to other products that might work better for you.
-Chris