If you' re happy with your saddle, just get a new seatpost, like the one above. The one you' re using is generally the type used in very low end bikes or vintage bikes. New ones attach to seat rails. On your seatpost, the original bolt (black) tightens the saddle to seatpost, and also adjusts saddle's tilt. I presume dents on the saddle to seatpost "interface" are destroyed, due to soft metals, and not holding it tight anymore.
Get a correctly sized seatpost. You'll need a caliper to correctly measure seatpost diameter: seatpost generally start from 25.4 in vintage bikes, and go up to 31.6 or more. Common sizes are 27.2, 30.6, 31.6, but there are also rare ones, in 2mm increments. You can buy a cheap, plastic caliper, but get one...You'll always need a caliper. Or, remove your seatpost, and go to your local bike shop.
In current condition, your seat post is not very safe. Drilling a hole in a already thin and weak material is not a good idea.
Gel saddles won't help sore glutes. Your saddle adjustment is off by a huge margin. Instead, get some padded tights. With good padded bibs, it takes 2 hours to get sore bum for me. Lower quality, under 1 hour. Unfortunately, the most effective way is to get used to it, as there is no cure to it. Getting a good bike fit will solve %80 of your problems...happy riding.