I turn up the volume to the point where other sounds are hazardous to my health, but I can't hear the enemy's footsteps at all.
Ideas
Look into possibility to use equalizers to isolate footstep sounds.
Apex and many other game sound profiles are bad / intentionally bad to mask important sounds via some random bs. E.g. in Apex many environment / map noises even sound like footsteps to throw people off but you can significantly improve that via adjusting your EQ.
Also just in case - use headphone for the game :D Speakers are not compatible with competitive playstyle.