Another suggestion? Use the All Star delta flex harness in all black. Best harness for skull caps out there in my opinion!
If you insist on using another harness though, I have had success with putting a small square of black Velcro (pointy side) on the middle, back of my skull cap. When I put the harness on, it grabs and holds it in place. It will hold it steady through everything and will still allow you to pull it loose when you remove your mask.