As a Drum Major who has marched way too many miles to count in my ghillies I come to you with experience. There are several reason why your laces are falling but we don't need to get into them here. The best soution that I have found, and this was given to me by one of the most decorated Drum Majors in the US and Canada, is to spray your laces with hair spray. OK now that you are done laughing, it works. Just hit the laces with plain old hair spray but spray lightly. You do not need to lacquer them, just enough to make them a wee bit tacky.

Thats my two cents