This thread sounds all to familier to me. I lost a kilt pin on the 17th May this year. since thenI have used two technique's

1.) Hot glue the clasp. This works because it holds the clasp But you can peel it off to remove the pin for cleaning. (Just cover the kilt around where you will use the glue to avoid any getting on your kilt.

2.) My wifes Idea so in her opinion best

Pass the pin though the kilt and then though a piece of thick Rubber band (push it thought twice ) then back though the fabric and close as normal. If the kilt pin comes un-done then it won't fall out.

I've used both .I know what a heart arch it is to lose a kilt pin

Good Luck