You may just not be putting enough force into closing the QR lever .. does the skewer come out to the end of the nut/cap end?
So the skewer thread is fully engaged in the new Campagnolo road skewer that you found.
The lock nut on the end of the axle should have the gripping surface, so the cap does not need it, as well ..
those skewers with a much longer dropout worked well ,
doubt you put out the power of an Eddy Merckx in his prime, and that gear worked on his bikes.