Are there any kinds of earphones that don't let anyone else hear what you're playing, no matter how loud the volume is?

I am very happy with my Marshall 2.

Bose over the ear headphones do that well.

You can use either in-ear headphones, over-ear headphones with a closed back, or bone conducting headphones.
But in any case, if you turn it up too loud, it will be audible to the outside.
Full isolation is impossible.

Custom moulded in ear monitors. You’ll have permanently damaged your hearing before the person sitting next to you hears them.