maybe the cotton wool is drying out your ear canal and that can make it sore. my son uses proper earplugs with a smear of vaseline on them and has found that much better than cotton wool, both for blocking sound and comfort.
i've suffered from dry, itchy, sore ear canals for the last few years and find that a very tiny smear of cortisone cream on a cotton bud, gently inserted into the ear every now and again, say once or twice a month, or less if it's not a problem, really settles it down.