Sorry to say so, but if it slips back then your saddle most probably doesn't fit (or your girth is not tight enough). I have dressage Roma pad and don't have issues with slipping. When my saddle started slipping last year the reason was very obvious: saddle didn't fit anymore because my horses changes shape quite a bit (call to saddle fitter who did adjustments solved the problem). Instead of looking into different pads (BTW thicker pad won't solve the fit issue) I'd rather call the saddle fitter.
And if you look for non-slip pad here is the thread: Non-slip english pads