If you're looking for good theatrical makeup brands with staying power, I have a list of products and brands for you. These brands are meant to stand up to active wear under hot stage lights, and I've never had a problem with them in Texas heat or on stage when I've done applications.
Some are cream makeups, which tend to be oil based, and some are water based.
You've mentioned Ben Nye, and this brand is the most inexpensive (but no less quality) theatrical makeup. They have cream makeup and aqua colors. You would apply the cream with makeup sponges, and the aqua colors with a paintbrush. After applying your makeup in whatever fashion you want, you will set both with setting powder for several seconds, then brush off the powder, and set with Final Seal. Minor reapplication over the course of the day in high friction places MAY occur.
Then there is my personal preferred brand, Mehron! Mehron comes in similar styles, the cream based makeup and the water based. I prefer highly their Paradise Makeup AQ, which is a water based makeup that comes in a wide variety of colors. After setting with setting powder and final seal, I never had to reapply once, and I was doing a full body coverage!
is the makeup itself.
The other known brand I find readily is Kryolan, and it's the most expensive. They have cream and water based, but I love their aqua colors! The same application rules apply, setting powder and final seal after application.
I used to use Snazaroo when I did face painting for children at Michaels as an associate, and I am not a fan of it for hard wearing cosplay applications.
I hope this helps!! Ultimately, it comes down to what brand you prefer the feel of, and what works best for you. I recommend experimenting!!