I finally found out how to do it, so easy now I ask myself why I didn’t think of it earlier… anyway…
Take some painters tape.
This kind of tape:
https://www.mscdirect.com/product/details/42790451
I don’t know the product I sent you seems really expensive, just so you know what type of tape I mean. It should stick, but not supergood.
Then Put it over your leather, watch that there is no overlapping and they connect seemingness.
Engrave with xx% power (depends on the thickness of the leather) and xx% speed (depends on the detail).
When engraving is done, take a sponge or similar and a little water and clean the engraved area, the black dust will get smeared over the tape but not the leather, once all the black dust is gone simply take of the tape.
Works fine for me!