I have the same type of skin and had the same problems with eyeshadow before I started using primer--essentially, it's a flat base coat one puts on before one puts on eyeshadow, and it both makes the eyeshadow colors pop and helps it stay on longer, though I get the best results with powder + spray. They also make it for mascara, but I find it more difficult to make sure that I've covered all the primer when I use it.

And yes, I like UD! I just started using theirs because I knew them from the eyeshadow and it works for me, but I'm sure there are other companies that make it. I'm not sure if Nordstrom Rack is in Canada, but the ones in the States frequently have UD products for cheap, so that is another reason I tend to buy their stuff.