I'm glad this product is giving you volume! Sorry to hear things failed a little on the 2nd day. KCCC does for me what you're describing: gives volume and boosts curl but doesn't quite "keep". I have to add an additional product (gel).
Since your hair is fine, this recommendation may not work, but I'll put it out there anyway: Have you tried placing a light gel over it, or a tiny bit of coconut oil as a sealer? Obviously it'd be better if you could just use the foam and not have to layer products