I had to run out to another room and test this on one of my HVR-Z1U`s to be sure prior to answering.........
I am "assuming" that you added the sennheiser wireless mics using a male XLR connector, and plugging it into one of the two XLR female ports onboard the camera?
I am also "assuming", by the nature of your problem that you are still using the factory onboard mic?
Once you use one of the XLR ports on the camera, your onboard mic is disabled.
I use the same wireless mic`s as you, and I also use a sennheiser me66/k6 shotgun mic on my Z1U`s.
If this is NOT how yours is set up, let me know, and I will play with my cameras to try and find the answer for you.
BTW, the footage I get with my cameras in hunting situations is unbelievably good.