I can’t tell if the issue with the one you made using the stamp setting won’t work because it’s not deep enough, or something else. The thing with leather is that you’re pushing material away or sucking it up - as opposed to laying down a layer of ink, so tiny tiny lines are never going to show - but I don’t see why the remainder of that stamp wouldn’t work.
I used medium material with the 3D settings (long before the stamp settings existed 
) - and then I sandwiched the actual stamp between extra wood for the clamping - so it didn’t matter that the material itself was quite thin.
