I had that problem once when I did henna on the inside of my knee (if you put your legs together, the bit where your knees touch eachother) and it started running together aswell. I found out why, because my leg was bent when I applied the henna, my skin was 'stretched out'. Then when I stood up my skin would be less stretched and the individual henna lines would touch eachother and run. Maybe that has something to do with your problem?

I hope that made sense btw hahah.