Your pictures look very familiar: I'm sure the same problem has come up here before - within the last year or two.
The problem is that the skewer has to bite on an uneven surface - the heads of the two steel bolts that attach the derailleur hanger, and the steel inner face of the dropout, standing proud of the surrounding aluminium. Combined with the forward slope of the dropout slot, you've got a recipe for axle movement.
If I were you, I'd switch to a Shimano quick release and do it up good and tight. Many aftermarket skewers are lighter than Shimano, but they don't clamp as tightly, and that can cause problems in non-vertical dropouts.