The s-pen holder kit you bought does work. You need to either remove the pen that is in the tablet or disable the battery saving option in the s-pen settings. I thought the same thing at first.
But honestly you're better off getting a Wacom pen.
Here is a web site that lists the wacom pens that work (
Wacom Asia Pacific | Pen Compatibility ). Basically any pen in the top group(light blue) will work. All of those models have been discontinued for a while but you can still find them by searching online. I got mine from ebay(UP-801E).
Samsung also makes a larger s-pen with an eraser, the ET-S200EBE, but I find that the side switch is difficult to press.
I used my tablet with drawing apps and don't know if the eraser or side switch will work with the note taking app that you are using, so you would lose out those functions, but having a larger pen is definitely better to hold for long periods.
Hope that helps