For a better leg fit i'd go with the sewn in.
Did you do it up nice and tight? Don't be shy!
I have a few smalls, but find the Medium fitted from about 6kgs for my D, but she has chubby little thighs.
I love the Mediums as i have had so much wear out of them My first daughter fitted into a Medium from 3 months to 22 months, it is just a bit small now. In an emergency i can still use a M on her. In contrast the Smalls only fit for a couple of months...

Maybe swap the S for a medium with someone to try the next size.....