I do quite a bit of leather work, belts, knife sheaths, concertina straps, pouches and the like, and recently made a very comfortable set for my anglo. Just a few thoughts:-
Good quality leather is expensive and hard to come by in small quantities. 2mm harness quality should be available as pre-cut straps in various widths, from which you could cut straps to pattern;
Making a comfortable, quality strap is not difficult, but by the time you've bought the tools to groove, bevel and smooth the edges, a decent punch to make consistent holes and something with which to cut the leather, you're getting into a bit of expense;
Which brings us to knives. Now I wouldn't dream of suggesting that any of you are naturally clumsy or simple, but I collect cutlery, and I have to say that the one piece of cutlery that I have an almost paranoid respect for is the saddler's round knife. Do not mess with this. Properly sharpened it will cut 4mm harness leather with ease in a single pass. I took an antique one to a cutler recently to have it re-set - he nearly removed the end of his finger. Most saddlers will tell you that it's the most potentially dangerous piece of kit they have on the bench. Best keep your finger ends for playing the concertina and get a friendly saddler to cut a set of straps for you.
If you really wish to have a pop at making these things, Google bowstock.co.uk or Le Prevo leathers and have a look at what's on offer by way of hide and tools, but for really nice quality leather in small quantities, a sympathetic saddler is really your best bet.