After looking for more 1880's inspiration, it seems that going with a yoked underskirt would, after all, have been the best route. There were several extant gowns I found where the yoke was showing under the over-skirt. Visible yokes weren't an issue apparently. See THIS BEAUTY for example (isn't she gorgeous!) Also, some pleats were sewn down, similar to what I'm doing with my skirt, all the way around the skirt, stitches being very visible. This being my first trip into the 1880's, I still have a lot to learn. That's what makes it so exciting though, doesn't it!?
Anyway, after ironing 3 TIMES, going extremely heavy on the starch, and tacking down the pleats at hip level (as suggested by Natalie), this is what the skirt now looks like. (Sorry for the low quality pictures, my basement is kind of dark, and I didn't want to haul it upstairs. Every time you move it, the skirt wrinkles. Blah!)
Better, but still not perfect. One reader thoughtfully suggested I use more fabric. After all, kilts use a TON of fabric, and hold their pleats just fine. I like this suggestion, and would have thought it a solution, if I didn't already know how much fabric I've used... 5 yards of 56" fabric folks... and EXTREMELY deep (as in folded back in on itself) box pleats. Which, leads me to believe that it's the fabric I'm using. Never use synthetic fabrics, even if they are blended with naturals (like silk.)