Power Cord for Rega Saturn-R and Elex-R

I have the REGA Osiris and Isis valve kit, so I know the REGA OEM REGA Reference power cable very well... Both the strengths and warts .

(1) whether you like it better (or not) when compared to the SHUNYATA is an alchemy of your subjective personal taste and the system synergy (or lack thereof) because of the sonic signature the cable provides.
(2) Your post omitted any similar "loose" grip with the REGA Reference power cable....just a preference for the SHUNYATA signature sound in your system .
It looks like the connectors on the latter may be the culprit.

Your SHUNYATA is a unit at a $150 entry level price point and in this hobby, everything is built to its pricepoint. The connectors used are apparently their own proprietary nickel plated brass connectors that I would have normally assumed as being fine , but in your post, they somehow fail to grip properly . If a firm grip is somehow lacking, then IMO this implies an issue with either their design or build.

How about upgrading the connector(s) to see if that fixes it? For example, a top build gold plated or rhodium plated FURUTECH or OYAIDE set? It might just get you to OZ.

SIDEBAR

Power cables, as with ICs and speaker cables, are entirely system dependent. One man’s preference is another man’s cast-off .

FWIW, the REGA Reference power cable supplied with my Osiris and Isis kit bested a bevy of $1000+ power cables in a direct A-B shootout in MY (emphasis added) system. These included top SHUNYATA , ATLAS, ECOSSE, PS Audio, OYAIDE , LFD, and FURUTECH OEM offerings. The closest contender was a dealer crafted hybrid composed of an ECOSSE power cable with the very top FURUTECH connectors .

just sayin.... It’s a big arena of contenders and pretenders available out there .

Postscript 

Before you embark on an illusory swap-in and swap-out bake-off of a lengthy list of contenders and pretenders,  please consider the non subtle effects of changes during and after a proper burn-in time of your system gear.

My REGA gear required about a full 350-400+ hour burn-in period before it settled in to a more stable continuing state and the final "veil" was lifted.

Ignoring the obligatory burn-in period of any new  power cord itself for the moment, I would not rush to judge any new cable and its sonic signature before the burn-in period has run its course. Otherwise all you are witnessing is a high probability of misleading false positives or false negatives.

I use and really really like the KLEI gPOWER2 power cable ... KLEI gPOWER2 AC power cable

I once had the same problem with a Shunyata Sidewinder PC.  I wrapped duct tape around the IEC to firm up the connection.  

Dont use duct tape, the adhesive will separate from the backing. Wrap the IEC with Teflon tape (plumber’s tape) to get a tighter fit.
No adhesive is used, then tie off the end.