i have 3b hair that is also on the finer/thinner side. i was having a lot of trouble getting clips to do anything for me. my stylist put some in my hair, doing the exact same thing i did, and of course it worked great!
he gave me several clips when i left and i noticed they are much "sturdier" than the ones i already had. i don't know how to explain it other than that they have a tighter spring, maybe? and the metal isn't as "flimsy." i'd tried bending the clips i already had and could do so easily. the clips my stylist gave me wouldn't be as easy to bend. i've been using these "better" clips since and have been getting the same results he got at the salon.
all that to say, maybe check out getting some different clips . . . it definitely made the difference for me. in fact, i used them this morning and got great volume/lift