Wind-fed supergiant X-ray binaries are precious laboratories not only to study accretion under extreme gravity and magnetic field conditions, but also to probe the still highly debated properties of massive star winds. These include clumps, originating from the inherent instability of line driven winds, and larger structures. In this paper we report on the results of the last (and not yet published) monitoring campaigns that our group has been carrying out since 2007 with both XMM-Newton and the Swift Neil Gehrels observatory. Data collected with the EPIC cameras on board XMM-Newton allow us to carry out a detailed hardness-ratio-resolved spectral analysis that can be used as an efficient way to detect spectral variations associated with the presence of clumps. Long-term observations with the XRT on board Swift, evenly sampling the X-ray emission of supergiant X-ray binaries over many different orbital cycles, are exploited to look for the presence of large-scale structures in the medium surrounding the compact objects. These can be associated either with corotating interaction regions or with accretion and/or photoionization wakes, and with tidal streams. The results reported in this paper represent the outcomes of the concluded observational campaigns we carried out on the supergiant X-ray binaries 4U 1907+09, IGR J16393−4643, IGR J19140+0951, and XTE J1855−026, and on the supergiant fast X-ray transients IGR J17503−2636, IGR J18410−0535, and IGR J11215−5952. All results are discussed in the context of wind-fed supergiant X-ray binaries and ideally serve to optimally shape the next observational campaigns aimed at sources in the same classes. We show in one of the Appendices that IGR J17315−3221, preliminarily classified in the literature as a possible supergiant X-ray binary discovered by INTEGRAL, is the product of a data analysis artifact and should thus be disregarded for future studies.