Where are you attaching your pen tab to your Surface Pro 3?

Cool stitching work, Mick!

I went with the Leuchtturm1917 loop (they sell it on the Microsoft Store and Amazon, but I bought mine in a bookstore).  Much tighter than the existing loop.  I now have the original (red) loop on my keyboard, same place you stitched yours, and the 1917 loop attached to the top right of the tablet.  I trimmed the adhesive pad of the 1917 so that it sits flatter -- the embossed Leuchtturm brand made the corners lift up.

It's nice having these 2 options for putting my pen. :) Before I got the new loop, without the keyboard, I used to stick the pen's clip onto the magnet of the power source, or where the keyboard attached, but I was always afraid it would fall off.  

I think if the pen clip were redesigned a little bit so it fit in either the charger slot or the keyboard slot, that would be much more useful.  I never really actually clip the pen to anything anyway.

Like this!

I cant figure it out myself

The pen comes with a little loop to hold it but no instructions anywhere about where to stick it.

It attaches to the power slot. Also, you do not need to detach the keyboard, just flip it over to the back of the tablet. Key presses will be ignored in this mode.