Try using a different clip, I modified Todd's Colonel sheath with a G-Code clip, it stayed on better. The Bladerigs clip
may work well.
I also re-profiled the edge on his blade allowing it to cut as well as stab.
The Colonel blade doesn't really work for me, but for someone with limited knife skills, it is pretty good.
My biggest issue is with it, is the sharp point at the rear of the handle and the fact that the blade does not point naturally for me in a horizontal stabbing position (the blade points downward) I would have to re-adjust my angle of attack if I wanted to target a specific point.