Shalom and thank you for your question! It is very commendable that you have been making so much effort to fulfill the mitzvah of covering your hair as a married woman. Mitzvot fulfilled with self sacrifice are very precious to G-d! It is desirable however, that you indeed find the most comfortable solution possible, since about Torah and Mitzvot it is written, “And you shall live by them…” and also we ask G-d in the morning blessings that He not test us…
There is nothing wrong according to Halacha in wearing a hat to cover your hair, so long as you are covering all of it. Some women wear an attractive combination of a comfortable snood with a hat that has a brim, so that their hair is covered on all sides. Maybe this was what you meant by ‘wide-loose headbands.’
It is true that certain Sefardic Halachic authorities do not approve of wearing wigs, but a vast number of other authorities permit it, including the Lubavitcher Rebbe. You mentioned the problem of a scarf sliding, due to the nature of your hair, and this in fact is one of the reasons that the Rebbe requested of Lubavitcher women that they should wear wigs. When you wear a wig you do not have the problem of sliding, and thereby uncovering some hair.
Today’s wigs are very sophisticated, and even synthetic wigs (much much cheaper,) can be purchased in short styles, and very light on the head, or natural ones of different grades. Halachically there is no problem in using natural human hair.
As I said, in summary, it is permissible to cover your hair with a scarf, a snood, a hat, or combination, and also according to many authorities, to cover it with a wig.
It is desirable to have a connection with a Rabbi and a Rebbetzin or knowledgeable orthodox woman, to whom you can turn with your questions, especially personal ones!
We wish you much success in keeping this precious Mitzvah, as well as the rest of the Mitzvot. This is making the world more spiritually refined and helping to bring about the Redemption!
All the best, feel good!