You mentioned hematite. A lot of empaths love that one. Although quite a few people like me feel a bit off with that one. And for best protection you really need 3-4 protection stones on you as they all do different things and work better together. Here are my "take everywhere" protection stones:
Black obsidian, black onyx, black tourmaline, and malachite
As a guy, it's hard to wear crystals and stones as jewelry without getting a lot of questions and weird looks. So I like to get these stones in about the size of a marble each that I keep in a small pouch in my pocket. The black tourmaline is probably the most popular and effective one of the bunch. But I really like malachite because it absorbs negative energies and pollutants from the atmosphere and from the body. I specifically like that malachite pulls the negative out of me.
I was told that if a crystal makes me feel off that I should stick with it for a few days to see if I will adapt. But hematite really made me sick so I couldn't deal with that one. But good for you for sticking it out and making it work.
I do get a lot of strange intermittent pains through my body as a result of being an empath. But I have never felt pain from crystals and protection stones. The closest to pain that I have experienced was that example I gave earlier where hematite made me feel really nauseous and dizzy. Every once in a while a new crystal will give off an electric buzz feeling in my hands. But for the most part, my crystals and stones don't make me physically feel anything. But spiritually, they work wonders. I feel balanced and energized and have no problem being out in crowded areas or in hostile environments. However, I will say that crystals and stones are kind of like sun screen where if you put sun screen on and spend 7 hours in full sun at the beach you're probably still getting burned. If I am in an intense or very people busy place for a long time, I find that about 30% of the negative energy from people around me still gets through to me. But that means my crystals and stones are blocking 70% of what I would take in without them so I'll take those odds. They've made a big difference allowing me to be in public while being balanced.
I did want to note that I've read books by several shamans and spoken to other empaths who are totally against using anything to block or mute energies. They claim that God gave us these gifts and we are to use what we feel to help others around us and transmute their energy (heal the world so to speak). And I do get that to a point. But when negative energy comes in at uncontrollable levels and debilitates you, that is where you have to find a way to block or manage it. And for many, crystals and stones are the answer.