I still am not sure that your questions have been answered satisfactorily, so I'll have another go at it and try to summarize:
1. You own and use some sort of headspace comparator.
2. You are having troubles with determining COAL with calipers.
3. You asked if there was a product that would help with determining COAL as you were having difficulty obtaining a measurement due to that slippery bullet tip.
If it were me, I would:
1. Determine base-to-ogive measurement using a stripped bolt.
2. Obtain a comparator for base-to-ogive measurement, or make your own, as I did.
This eliminates having to use COAL at all. Unless you're using a mag, COAL doesn't mean everything. That being said, it's still good to know what your base-to-ogive dimension is.
As discussed previously, practice/experience does come into play here. With either a headspace or base-to-ogive comparator, I do not use any sort of anvil for the base of the case, just the caliper blade. Rotate it, wobble it, etc., until it's square with the blade. Do not use undue pressure. You are looking for the shortest dimension. Make sure your primers are seated below the case head if measuring COAL, and removed if you're just determining your headspace dimension.
I have never seen or heard of anyone on this forum or anywhere else use a micrometer for either headspace or COAL, although it could surely be done.
The Hornady set of base-to-ogive comparators is as good as any for most purposes. There are more expensive/shinier ones on the market, but I believe those will do for most of us mortals.
There ARE some anvils that will attach to your caliper blades in order to be able to insert your case head, but I don't use them, and, as stated previously, they are sometimes misaligned, possibly adding to your stated problem. If you do get them, make sure they are fabricated correctly. Keep in mind that most of them are manufactured "for the masses" and may have the slot wider to accommodate more brands of calipers. This can result in being off center when attached to your caliper blade. That's food for another thread.
I hope this helps. Keep us posted.