I have very fine straight hair. I have the same problem and have tried everything......Grrrrrrrrr.
Live in high humidityand hair falls in less then one hour! BUT.....
I found a hairspray that doesn't leave hair stiff and holds the curl the best of anything I have ever tried.
Pantene Style Classic Hairspray!!!! I buy it at Walmart as it is expensieve and cheaper there.
Hope this helps, I had looked it up on line and found it. Now they are changing the cans and colors so Not sure what they are doing.
Don't buy anything you see on Tv programs like that Chavez stuff..nope it is all BS.
Good luck hope this helps