I ran into a very similar problem this winter; I have a great pair of fleece lined pants but the drawback to them is the much maligned (and rightly so in my opinion) integrated belt.
Wanting to still have my knife handy on my belt when out camping, I'd managed to fit a large carabiner through the sheath's belt loop and then clipped the caribiner to the belt. This worked mostly okay, but in my case not well enough. Carrying a knife this way means the knife pivots & swings around a bit and generally moves more than it would when riding on a belt. At one point my snap came undone and, being a more handle heavy knife, fell out of the sheath. Fortunately after digging in the snow a bit I found it. In other words, it wasn't exactly a confidence inspiring set-up.
This thread made me re-think this problem and I think I have a workable solution now. I noticed looking at some of the ESEE knives that the sheath instructions showed methods for using paracord to lash their sheaths to a belt (
example).
I realised there is no reason this wouldn't work for a regular sheath. Basically I just put some cord through the sheath, down through the belt, back through the sheath, up under the belt, etc. and then tied it off. It looks something like this (in this case, done on a backpack strap):
When I tried this on a belt it felt nice & secure. This is definitely the way I will be approaching this problem in the future.