It would be helpful friday1970 if you had photos or at least told us what skewer you are using. I had an issue of my rear wheel slipping on a steel bike and finally realized the Performance brand external cam alloy/steel skewer was insufficient to hold the wheel in place. So I bought a lower end non-group specific all steel Shimano internal cam model from ebay(with the recessed nut for the lever), for a steel on steel clamp sandwich. Not one budge of the wheel since.
I don't think it necessarily be all steel though as I also have some alloy/steel Shimano levers on another steel frame that don't slip either. I've also used vintage Campy and Suntour steel QR's on these frames and they all hold w/o ever moving. So three cheers for internal cams