The thing with sheaths (external catheters in the USA) is that there are a variety of makes and the glue i often a different composition so finding the right make is vital to having the sheath stay in place. I have found the Coloplast ones work well but was using
Manfred Sauer ones prior to not needing them. I didn't find the USA branch but it could be they work out of Canada. Their sheaths are longer than Coloplast and seem to stay on whatever happens and they do various sorts so having a chat with them could help.
The next thing is skin preparation. It is essential that the skin of the penis is oil free to give the glue a chance. Preferably use an ordinary soap to wash there rather than shower gel or something that has oils in it otherwise the glue will fail - I know, I tried!
It is important to make sure than the bag is well attached to the leg and doesn't pull. It is essential that the strap are secure. If you can manage that, a leak proof solution should work fine.
Honestly, if you can get things to work, it is far easier than nappies (diapers in the USA) as there is no changing and the bag can be drained almost anywhere - even while tying a shoe lace while standing over a drain!