I see a number of micro-9 and pocket .380 suggestions, but this quote suggests to me that this is not what the OP wants (at least this go around)
Ps... minimum caliber is gonna be .380 and no micro, pocket 22s, or derringers
Also, the OP asks for subcompacts, not micro-9s and micro-380s. A Glock 26 or SIG P239 is traditionally classed as a subcompact (the G23 and P229 are compacts, G22 and P226 are full sized), and the P938s, Pf-9s, and many others suggested are more Micro-9s. If the OP is used to carrying a G23 and P229, a true compact is going to feel quite small.
Since you are used to the Glock and the traditional P-series SIGs, my first suggestion would be to look at the Glock 26 and 27 and the SIG P239. I don't yet have a P239, but I have shot them and absolutely love them.
Since you ask for favorites among that group, the Kahr K9 and K40 are high on my list of future purchases (as is the P239). I've wanted one for at least 15 years. If you would consider a micro sized pistol, the MK9 or MK40 are interesting- small like the Micro-9s but all metal so they still have some weight to them to absorb some of the recoil.
Also, if you'd consider going smaller, I do love my SIG P290RS. It is far more accurate and comfortable to shoot than a micro-9 has any right to be, and it disappears completely IWB tucked and can be dropped in a pocket. It has a little more heft to it than the smallest of the micro-9s.
I don't have the P250 Subcompact, but I have a P250 Compact. I love the gun. I'd also take a close look at the P250 or P320 Subcompact if I was looking for a service caliber subcompact.
As for the Walther, it isn't a bad choice. If you've always wanted one, maybe you should get one. If it was me, I love the look, but some reliability stories would have me a little nervous. If I wanted a .380 the size of the smaller 9mms, I'd get another Bersa Thunder (probably shouldn't have sold the one I had) for more reliability at a lower cost, or I'd buy a SIG P230 or P232 (incredible guns, I almost bought a P230 as my first auto), a CZ 83 (preferably in nickel), or a Beretta 80-Series (preferably in nickel).