It sounds like you had a good regimen before the relaxer. And your issue seems to be the short hair more than natural. Your hair is extremely short, so I can understand having to adjust to such a dramatic change in length. However, eventually, you will have to face your hair as it is. If a wig makes you feel better, then go for it. Just make a time table so that the wig doesn't become a crutch. Maybe after three or six months, see if you feel more comfortable with your natural hair.
And I agree with nanabanana that dramatic eye makeup, earrings, clothing or hair accessories may be necessary to make you feel more comfortable. For what it's worth, IMO, you look good with short or long hair.