Buy any Shimano skewer Deore level or up and it will hold for sure. They have about the best clamping force you can get, easy to close, cheap, has a nice over-center feel when closing, and the cam profile does not push the wheel out of the drop-out while closing the skewer.
A lot of the expensive skewers have a bad cam profile which causes the wheel to be pushed out of the drop-out when closing the skewer. This is due to how the face of the follower nut on the skewer does not stay parallel to the drop-out when clsoing the skewer.
I have one bike, KHS Montana Comp, where the drop-outs are vertical with a slight forward angling. I have to tighten the skewer as tight as possible to keep the rear wheel in place on this bike.
What do your drop-outs look like?