My 2 year old Harley does this too. It was sooooo bad when he was a puppy. Everytime you touched him, he would pee. He has an anxiety disorder. It has gotten alot better, but I cannot leave him out while we are gone without his "pee pants" (this is what we call them

) Anyway, I bought him a male diaper at petsmart. It has elastic in the edges and I find that it stays on so much better than the bellybands, even though it is a little bulky. He does not mind wearing them at all. In fact I have to sing him the pee pants song when I put them on and he loves it!! (hubby thinks i am crazy when i do this)

Harley gets so excited! He would always wiggle his little thing out of those bellybands. Maybe you could try those.
Good luck!