Ideally when a hairpiece/fascinator is worn, it is better to wash hair the day before, & style hair using spray, etc, on the day. Alternatively, OMIT conditioner after your shampoo & rinse. Then style as normal. (Conditioner smooths the hair shaft) A bit of "backcombing" is also helpful.
Hair will be less silky & flyaway, giving the hairpiece/fascinator improved grip in the hair, & lessen the risk of slipping.
In windy/blustery weather conditions, it often helps to "crisscross" two hairgrips through the comb teeth, this ensures a more secure grip, particularly for " high" hairpieces/fascinators.