Dick -

I only used Tenkara rods for about a year. ( They are too limited in range for the rivers where I spend my time. )

But I do not recall any problem with keeping fish on to the point of landing them when using a Tenkara rig.

What you describe seems to me is not a question of "setting" the hook, but an issue of keeping adequate pressure on the fishies. I say that because I never think in terms of "setting" a hook, and routinely land fish on flies on which I have cut off the hook well behind the barb, by keeping good pressure on the fish.

The "pressure" issue may well be related to the flexible, or soft, tip of the rod you are using. Thinking in terms of pressure and how to apply it with the Tenkara rod might solve the problem ??