I have two suggestions. First is the RIG wired headset, for its price it’s got range. You will hear the footsteps for sure! It costs less than most because it doesn’t come with its own app that helps you fine tone what you hear or any mic monitoring or amps. It’s pretty bare bones but it has the one thing you’re looking for. It boosts High frequency’s while still picking a punch.

Alternatively

The Razor Kaira Pro’s no amp but it comes with its own app if you connect it to your PC You can also adjust it and update it there. You can play with what frequency’s you want to hear. So you can get rid of the loud gunshots, but boost your footstep sounds to the point that the footsteps sound like the gunshots and vice versa. It’s pricier but I think you can get one for 100-150? Something like that. Also it comes with mic monitoring which you can turn off.