Since it's been years since you've worn any eyeshadow-- time to try again, because now there are more hypoallergenic versions on the market than there were years back. Try the Almay brand; all of their makeup is hypoallergenic and unscented too. Be sure never to use old make-up (and old, with eye makeup, means maybe one year -- especially for eyeliner and mascara; and if you ever use any eye makeup and later find you had an eye infection, toss all that makeup even if it's brand new!).
You also can use face powder on your eyelids but need to "set" it by putting a very thin coat of foundation on the eyelid first -- and that doesn't always work since some foundations tend to crease if on the eyelid.
I think Physicians Formula makeup is also hypoallergenic--check it.
Avoid all cheap make-ups. The cheaper, the nastier; and they're full of junk you don't want on your sensitive eyes. You really do get what you pay for with makeup. Almay is very affordable (compared to department store brands). If nothing works, you might need to check out those pricey department store brands like Clinique.