There are several things you can try:
Be sparing with the lube. Use just enough to ease insertion. Use a water based lube, like K-Y, and even thin it a bit with water.
Don't really super inflate the balloon. Often a golf ball sized balloon stays in better than one the size of a tennis ball, because the bigger size wants to come out even without water pushing it.
Also, filling the balloon with warm water, rather than air, can help. Balloon catheters with 30ml balloons are easily and cheaply available on line. I suggest there rather than a nozzle from a toy vendor, because they have a Luer Loc valve, so the balloon stays filled even after the filling syringe is removed.
BTW, the Coloclean system uses a water filled balloon (max capacity 45ml) and stays very well in place even after the person is full of 3 liters of water.
Finally, not being able to retain the nozzle may be a sign of excessive p;lay. Huge nozzles, plugs, dilators, toys, etc are sold. They are designed to open someone up. But if used to aggressively they can and will cause damage. When you play remember that the consequences could be dirty or wet panties for the rest of your life. Excessive catheter size can cause the same problems.
While there are biofeedback/estim devices to retrain overly streached openings, th results are by no means certain.
IMO, it's far better not to cause the problem than try and fix it. This is especially for Doms or Dommes who like to shove bigger and bigger things into people.