I'd use it between your other pad you bought and the saddle, not right up against the horse.
Do that, and they do stay in place.
I've thought about sewing it to the pad, but that's mostly to make it easier to construct when storing and saddling. I don't leave the pad under the saddle when I store it, because that will flatten out the pad at whatever bars the saddle is sitting on. So I take it apart, and the cashell inevitably falls on the floor because there's nowhere good to put it, except on top of the saddle.
Well that is what I was thinking I could do if I have trouble keeping it in place is sew a pocket on that blue pad I bought to slip the cashel into. That is the way the pad I borrowed worked. It was a fluffy white one with a pocket that the foam pad slipped into. It wouldn't be hard to do. But I'll try it without first.
Becky