Right behind the ball of the flag, I've wound a couple of elastic bands. Kind of a home made ball-type flag. The bands seem to help keep it in place. Before I replace my flag into my pants at the front, I also twist the tail of the flag around and around. That enables me to more easily push the tail of the flag right down into my pants so it stays vertical, only the ball of the flag is showing above the waistband. I wear the flag somewhat to the side so rather than being against soft tissue (my gut!) it is against bone at the top of my hip socket. That seems to help too.
I do wear my belt pretty tight. As with many officials, I wear white compression shorts to stop the stripes showing through and the flag being inside the pants but outside the compression shorts seems to keep it in place pretty well.
Don't recall losing a flag by accident for over 10 years.
If I had a problem with anything, it was beanbags. I now tuck the b/bag behind the belt itself rather than into the pants - it is a little harder to get the bag out, but it stays in place fine.
