You can buy these, and sew them into the wig band:

https://www.amazon.com/dp/B093SQMVXP/ref=redir_mobile_desktop?_encoding=UTF8&aaxitk=8cbc75167599980a5618134e09109746&content-id=amzn1.sym.7e9cd8c2-888c-46c4-82d2-714b2b703021%3Aamzn1.sym.7e9cd8c2-888c-46c4-82d2-714b2b703021&hsa_cr_id=2215975700201&pd_rd_plhdr=t&pd_rd_r=cf4ab10f-8174-4775-8eb9-c0ad20560d78&pd_rd_w=6pSn5&pd_rd_wg=etqMC&qid=1673479298&ref_=sbx_be_s_sparkle_mcd_asin_0_title&sr=1-1-9e67e56a-6f64-441f-a281-df67fc737124

They snap open and closed like barrettes, but have comb teeth so they can clip under the wig cap, onto your actual hair, holding the wig in place. You could also use something like toupee tape:

https://www.amazon.com/Topstick-Clear-Hairpiece-Tape-Roll/dp/B000F3DXLU/ref=asc_df_B000F3DXLU/?tag=hyprod-20&linkCode=df0&hvadid=312075829629&hvpos=&hvnetw=g&hvrand=5229738026332808507&hvpone=&hvptwo=&hvqmt=&hvdev=c&hvdvcmdl=&hvlocint=&hvlocphy=9033251&hvtargid=pla-348531037576&psc=1

This stuff is literally made for what you're doing. Just sit the front of the wig lower on your forehead to let the tape stick to your skin. You could also use Spirit Gum or something if you wanted. All of these methods should hold fine.