Geez Tanya glad you found him safe, its a terrible feeling isn't it!
Before I had Eliza I always thought those harnes things were horrid, but now I at least understand why some people have to use them. If you have a child who is a bolter it's better than them getting run over or lost or taken IMO.
Our rule is hold hands or you are in the pram! (if we are not using the ergo) It took one tantrum at the shops and now its all cool
You can get one that is like a backpack that looks like a monkey and the monkey tail is the lead (for want of a better word). Maybe a bit nicer than that harness or wrist ones??