H.B.
My daughter had really thin hair for a long time and I really think the best that worked were the little colored elastic bands. They kind of look like those rubber bands people wear on their braces :) It sounds like you have used those already, you can buy "quality" ones at a beauty store like Ulta or I got mine at Target in the hair aisle. I think Claire's has them too. Hopefully that helps. I always just used those and did pigtails with bows.