What kind of cut do you have now? I think you'd benifit from some light layering(since you have thin hair you don't want a whole lot because it will make it look thinner). Maybe just have the dead/split ends trimmed, the healthier the hair the better it looks, and a few long layers done if you want to keep the length. If you don't, I wouldn't cut it really short all at once. I did that once and regretted it(middle of my back, to between a pixie and a bob O_o). I'd also recomend trying CG(or modified CG) if you haven't yet, it takes some trial and error but it should get your hair looking it bests.

Not sure what you use as far as products go or you routine, but for second day hair a few things you can try are using dry shampoo(cornstarch or matte powder bronzer and a fluffy brush work just as well) on your roots will help soak up the oil and some volume.

When you sleep you can put your hair in to braids or two strand twists(twist help hold a rounder curl). I only do one or two, but I have thick hair and like a kind of loose look. It varies depending on how you want it to turn out, more twist/braids result in a tighter curl, less results in looser. Since your hair is thin I'd start out only doing one or two.

You can also sleep with the length of your hair in a few spiral curlers(I can't do this because my hair curls too tightly, and shrinks at least 6-7 inches). Some people "pinapple" their hair, but I've never tried it. It works for some people, doesn't for others.

I'd offer more advice but I don't know much about your hair. Do you have any other specific problems with your hair? Anyways, hope this helped, let me know if it works out. Sorry this was so long, by the way.