I'm glad to see I'm not the only one with this issue.
I've been doing co for several months and the underlayer is still straight, while the canopy can be 2c to 3b depending on weather. Since I cut my own hair, I make sure the straight layer is just short enough to hide under the last curly layer (if that makes sense). Sometimes I can get the straight layer to wave up a bit with product, but it doesn't last.
The best thing I've been able to do is to accept that my hair has several different types and (as long as I can keep the frizz to a minimum) just enjoy the quirkiness of seeing long straight strands intertwined with waves and springy curls.