Have you tried a leash harness? Essentially it is a leash they you wrap around the dog to create a harness. If the dog pulls it tightens the harness. I have a very anxious dog and it is the only harness he has yet to escape

https://www.amazon.com/Harness-Lead-Comfortable-Resistant-Reduces/dp/B07ND5R4C5/ref=mp_s_a_1_3?crid=7NL20RNCZTDL&keywords=leash+harness&qid=1652499582&sprefix=leash+harness%2Caps%2C93&sr=8-3