I recently encountered this problem. It is noteworthy that when you send transactions in the wallet and if the status "FAILED -OUT OF ENERGY" appears, the TRX, which are charged by the wallet, are not returned. I thus once wasted 50 TRX, before I understood what the matter. That's why it's better to choose purses with dynamic commission, many purses like Atomic have fixed commission and it always stands on minimum values, so the risk of wasting your TRX is quite high.
Yes, you are right. If you got “FAILED OUT OF ENERGY” error then your TRX was not return to your wallet. For example, if transaction costs 27 TRX, but you have limit 20 TRX, it will be burned around 20 TRX and transaction will not performed.
In the purses you do setup not commission, but maximum LIMIT of commission. And you can setup it in 100 TRX, for example, this should be enough for some time.
But as soon as commissions on Tron will be raised again in future and, for example, became greater than 100 TRX, your TRX will be burned up to this limit, but money will not be sent.