My hair is very fine and hard to keep in a cap. Especially since I'm a restless side-sleeper.
I use this one: https://www.amazon.com/dp/B099QSL88J?ref=ppx_pop_mob_ap_share
And then wear this one over that: https://www.amazon.com/dp/B089DK7SSZ?ref=ppx_pop_mob_ap_share
Wearing both is the only way I've been able to keep my hair in caps. I twist it into a very loose bun before putting the first cap on, to keep it all together, then shake it free after I put on the cap.