I dont know how he gets out of his harnesses ! I've tried about 5-6 kinds of harnesses they all fit perfectly but somehow he gets out of them.
I've seen him once pull against the leash really hard, he has to struggle a bit then he gets it off, though its not too loose ! He's a little houdini. 
When I tie him outside of stores (it happens very rarely) then I take one collar with me and put it on him just wen I tie him and attach the leash to the collar, he doesn't pull he sits just still until I come back, its just for 1 minute when I rush into the store then I come back I think its not a big deal. 
I use a collar inside for his tag but I have to buy a good soft nylon harness to have on him inside and just put the tags on that, right now I just have a spiked harness and I don't want him to scratch the walls with the spikes or the doors, he just wears it outside because of that.
Also I sometimes use a collar on a special occasion cause he has 3 really beautiful ones with diamonds and pearls that shine so much, I never attach a leash on it though ! Just use them like for christmas and his birthday 

 I also have them very loose on him, he can rip them off if anything happens. 
Now I'm started to use ALWAYS a harness on walks, thanks to YT ! If I haven't registered on YT I would still use a collar for walks and everything, even with a flexi leash ! 
Here in Iceland where I live there are no hawks, there are very few birds here so big they could snatch a dog and Fido is a 14 pounder so the bird had to be pretty big to catch him ! the birds that live here just catch smaller birds (those smallest ones), eggs and mice and something like that, and small fishes, not dogs. 
I'm always with him when I tie him somewhere but for like when I have to run in the store I can't take him with me and I don't have a car so I walk and take him with me, then I have to tie him outside, people here will go nuts if I would take him to the store with me. 
I'm not a bad dog owner or anything I try to do the best things for my babie, please not say bad things about me I love my yorkie more than anything.
I'd never do anything to hurt him, I just can't tie him in his harness outside the store cause he'll break free then, and if he's unleashed he runs away and goes after the cars ! So I rather tie him for 1 minute in his collar then having a dead dog.