Welcome to COL and it seems that Sooty's chosen his own "pet" name…Houdini
Harnesses are ideal for puppies as they allow for them to be extricated from those inaccessible places that Cockers love getting themselves into without too much strain being placed on their necks as may happen with a collar by itself. It should be nigh on impossible for a cocker to get out of a properly adjusted harness but make sure that it's not too tight. The strap that goes around the body behind the legs should be a snug fit but you should still be able to get a finger or two between the strap and Sooty's body.
4 month old Cockers can fill out quite quickly so I'd advise checking the harness fit and adjusting if necessary on a weekly basis.
With the main lead attached to the harness it's easy to clip a short link lead between the harness and his collar which will give additional security should he wish to practice his Houdini act again
Best of luck with Sooty's lead training. It can take a while but I'm sure you'll get there in the end.
Bob.