My natural hair is really fine textured so I sometimes wear wigs/toppers. I agree, the natural looking ones are not cheap to buy!!
Also agree re the heat. I haven't found anything that helps tbh, although toppers are way less hot, if that helps, because air gets in better at the sides. They can be glued on or clipped if your natural hair is long enough (needs to be about an inch) and some of the higher density ones look like a full wig but without the cap.
Headband wigs could work too but I've never tried those.
Re make up I've never found anything that doesn't melt
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Taking gentle make up remover wipes and quickly reapplying is what I do.