I'm not sure if this will help since I think you are buying it already made. I haven't tried "tweaking" ready-made products but I've heard of people doing it.
The first time I tried to make powder I had the same problem getting it to stick.
Googling around I found 3 things that help. One is called Magnesium Stearate. It will really help not just face powder but eyeshadow also stay on.
There is also a serecite coated with methicone, and serecite coated with carnauba wax. (I thought carnauba was was for cars, but it's for faces, too!)
Maybe it is my imagination but both of those work so well at keeping the powder from flying around the room that I think they may help it stay on my face too.
There's another thing called silica microspheres that is what they put in expensive high definition powders that I found out about from reading complaints from people who said too much of it dried their skin out. I have oily skin, so my reaction was "Don't threaten ME with a good time!"
It works better than any oil control anything I ever bought. But unless your skin is very pale it can give an ashy look so add tiny bit, check, another tiny bit, and check, until you find the maximum amount that works for you. For some reason the serecite with carnauba wax helps with that too.
I hope I spelled all those names right.