Honestly, I wouldn't do that if I were ou. Wearing the wig to bed would be a terrible idea ande more then likely ruin it. A huge number of bad things could happen to it in your sleep. And if yo mean you're stayingup all con i wouldn't suggest that health-wise. I would sew in some clips. You can get them from beauty suppy stores, or I know Arda sels them.
Also, the pins SHOULD work, so I don't know why you say they would't There's tutorials on putting up really thick, long hair to wear a wig and all the ones I've seen use wig pins.