The screw itself keeps falling when you try driving it home. The magnetic
Holder holds the bit, but the bit itself is not magnetic. Do they have some kind
Of bit that is magnetic, or a driver that hold the screw in place. A drywall bit
Kind of works okay for drywall, the screws stay and don't drop out.

All magnetis bits holders I have used hold the bit only not the screw. Thyey may have a enclosure to capoture the screw and keep it from wandering but not hold the screw like a magnetis bit itself.
There must be something out there in the marketplace?

Some bit holders have weak magnets. Bits are not usually magnetized? If the same polarity than the bit holder, it would push the bit out.
They won't hold non ferrous screws(stainless, brass, aluminum).
In that case, I put a little Slipstick, (a lube for pulling electrical wire)between the bit and the screw and it holds fine. I have hand screwdrivers that will hold a screw physically. Will see if I can find photos of these 2 types.

I agree with Stratmando.
If you buy the cheap holders they are weak,
I bought a Black and Decker set with the bits and its pretty strong,

Very good advice

Great. Thanks