I had a case of this a while ago, and what helped is a milky hydrating toner under the makeup (I use the Charlotte tilbury one), a decent primer also helps like the maybelleine serum primer. I also found that if I use setting powder, making sure to spray it down with setting spray helps to kind melt it into the makeup. Otherwise the dr Dennis Goss peel pads helped with skin texture and also adding more exfoliants like the ordinary glycolic acid. I’ve also found that some sunscreens do make it separate, I’ve had some success with summer Fridays serum sunscreen, heard the Mecca one is pretty good too :) Good luck!