There are actually a few ways of lacing corsets, the method you described seems to be the 'trainer' or 'sneaker' method, which looks pretty but as the laces are passing over the edges of the corset it will not close completely at the back. (although this does not matter if you want a gap at the back, which is a personal preference thing)
Another way is to start by threading the lace from the behind top, as you started, then cross and thread through the second row of eyelets from the front to back, cross then thread from back to front, cross then thread from front to back, and keep going with that pattern. Have some vertical laces at the waist as you described (on the outside of the corset, invert the pattern above if neccesary to acheive this.)