My water bottles used to escape frequently until I started putting them into the neoprene can koozies.
Blinkies seem to fall off the saddlebag loop more than they should. Also lost one I had installed on the rear rack pannier frame. I consider the cheap blinkies a disposable item and try to ride with more than one. The small one on the back of my helmet is my backup. I will also clip an extra blinkie to a jersey pocket if I have concerns about a battery running down mid-ride. Some of my friends have zip-tied their blinkies to their saddle bag, then just replace the zip-tie when it's time to change the batteries. That also helps with the blinkies rattling themselves apart.