I agree with tut that increasing speed might help. Sometimes if I listen at default speed, I find my attention drifting off mid-sentence just because it's going so slowly. (Conversely, at higher speed, when my attention does drift off briefly, I sometimes miss a full sentence or two and have to rewind slightly.)
If that doesn't work, I don't really have many other ideas. Maybe you could try other repetitive mechanical actions to see if they coexist well with audiobooks. For example, maybe cooking, drawing, or exercising might work (if you do any of those). In general, I find it easy to not miss anything in an audiobook so long as I'm simultaneously doing something that does not also involve words.
This is an extension of a comment I made that I can't find and also a request for examples. It seems plausible that, when giving advice, many people optimize for deepness or punchiness of the advice rather than for actual practical value. There may be good reasons to do this - e.g. advice that sounds deep or punchy might be more likely to be listened to - but as a corollary, there could be valuable advice that people generally don't give because it doesn't sound deep or punchy. Let's call this boring advice.
An example that's been discussed on LW several times is "make checklists." Checklists are great. We should totally make checklists. But "make checklists" is not a deep or punchy thing to say. Other examples include "google things" and "exercise."
I would like people to use this thread to post other examples of boring advice. If you can, provide evidence and/or a plausible argument that your boring advice actually is useful, but I would prefer that you err on the side of boring but not necessarily useful in the name of more thoroughly searching a plausibly under-searched part of advicespace.
Upvotes on advice posted in this thread should be based on your estimate of the usefulness of the advice; in particular, please do not vote up advice just because it sounds deep or punchy.