In reply to moneykat: On my BD axes I managed to thread 4mm cord through the bit midway up the shaft that the clipper leash used clip onto. This is a great spot to clip into as you can use either end of the axe without the lanyard getting in the way. I have tried to get DMM interested in making a bolt on clip in point that would retrofit to almost any axe - maybe they will one day. Meanwhile, a jubilee clip, cord and some griptape would do.
Also by clipping into a loop of cord, wiregates can't unclip themselves through twisting. The problem with using screwgates is that they are heavier and can freeze up. Larksfooting a loop of cord/tape round the axe - I've not tried this but the Grivel Double Spring Leash is available without krabs at a very cheap price and it would be easy to make your own loops.
Personally I also clip the other end into a small sling that has a waist clip-in point that clips in to the harness and a chest clip-in point for the other end of the lanyards - I find this stops the lanyards getting tangled in the gear on your harness so much.