Mine blew out of its Touratech cradle Gary.......I've looked at tethers but there's nothing to attach one to on a Quest without drilling the casing.
I replaced the pathetic and totally inadequate little spring on the 'over centre' catch (that isn't more than a mill or so 'over centre') with a great big feck off spring.....it takes a fair bit of force to open mine to remove the unit now, and I certainly shouldn't lose another one just because I go too fast
PS that key ring thing looks really tacky......If I was doing that, I think I'd use one of those neat little carabiners or something a wee bit smarter