I identified as HSP for many years prior to my ASD/ADHD diagnosis, but for my entire adult life I’ve done the same: first, I’ve made my bedroom a haven, with a weighted blanket, blackout curtains, fairy lights, etc. and I feel free to retreat to my room when the world is too much. My room is my space, designed for my comfort. (I have a house, but naturally it’s family space and when I’m overwhelmed I really need to be alone).
I don’t force myself to stay on overstimulating situations because I “should”- if there’s a pressing reason I have to stay a bit longer but I just can’t, a five minute breather outside can make a huge difference.
I already mentioned the weighted blanket, but if you don’t already have one, you should get one- and make sure you get one that’s around 10% of your body weight for best effect. I bought mine at the start of the Pandemic and I swear it saved my life, it allowed me to feel safe when absolutely nothing felt safe. Another tool in my box that I would never trade is good noise-cancelling headphones. I’m so glad it’s acceptable to wear them in public nowadays, they have been a lifesaver.