OpenEnergyMonitor

Cut a hole in the lagging and poke it in, you could always use some expanding foam to plug the gap afterwards ?

With a blob of silicone grease or heatsink compound to aid thermal transfer?

And a long elastic thing around the tank to hold it firm?

I have a clamp-on 'stat too (there isn't one in the immersion heater at all!) that's fixed with a strand of copper wire ending in a spring (and copper being the same metal as the tank so minimising the risk of corrosion - my tank isn't foamed either, in 1934 they didn't think it was necessary!).