Have you tried the Maybeline Eye Studio Color Tattoo cream eyeshadow?
It isn't the cheapest in the world, but as makeup for cosplay goes, its not bad. I adore the stuff. I used it to do a face mask style thing for a fairy convention, blending blue and green and it was awesome to work with. It's got a lovely sheen to it, and can go on as thick or as light as you want. A little bit can go a long way, and they blend really nicely. It comes in a shade called "painted purple"
I got it from Walgreens... But I've seen it at Target, too.
Convention Line-Up: BronyCon 2015 - Dragon*Con 2015
1950s Celestia (MLP:FiM), Undead Death Knight Starter Gear (WoW),
Lorna Dane Serval Industries (X-Factor), Adult Loki (Loki: Agent of Asguard)