I think sinew (long animal ligaments IIRC) is an option for attaching axe heads. I've heard of survivalists using it for similar purposes. And that's assuming simple strips of hide don't do it.
Sinew tightens and hardens with time, while hide stretches and ultimately becomes brittle, so sinew makes more sense to tie axe-heads. It is why early stringed instruments used sinew stretched across tortoise shells, since it could be kept at high enough tension to sound a clear note without breaking.