Hi Kessy! The Urban Decay spray was exactly the one that I was thinking of when I read your question, I use it as well and it really makes wonders. You only need 1 or 2 sprays to have a good result. As Jillian said, wearing long lasting versions of your makeup products is the best option, you can also try waterproof (helps with sweat and long days…). Hope this helps!!
Using makeup products that are specifically made to be long-lasting is probably the biggest help. Also use primers (face especially, and eye primer if you're wearing eye makeup), look for some intended to make makeup last. Urban Decay All Nighter setting spray works pretty well too, though it only helps your makeup stay on a bit more, if you sweat a lot it probably won't make too much of a difference.