How to hide a floating halo in natural hair? (not wig)

Hi! I want to cosplay Angel Devil from Chainsaw Man and am working on planning all the supplies I'll need for this.

I'm pretty inexperienced and don't have a ton of time before the con I'm going to, so having never styled/pinned wigs or made wings before, I've decided to prioritize learning how to make wings that look the way I want within my budget and skill level and am leaning towards not doing a wig for this first go-around. It helps that my hairstyle is already pretty similar to his so I'll just have to dye it and style it a little to get it close enough for my satisfaction.

There's some really awesome tutorials out there for making halos that I've saved, some even with cool LED effects, and I want to make something similar. Only problem is that all the ones that I think look good rely on hiding the armature under a wig. I'm stuck here and looking for suggestions or maybe detailed photos/tutorials of accessories like this. Thinking a clear headband sturdy enough to hold up a lightweight material, or something that can kind of be tucked under my hair?

I saw this on Etsy which actually seems pretty close to what I have in mind, but it's out of the budget I've set for any one item other than the wings :' ) if there's a DIY way I can do this for much less, or a similar product somewhere else, I'd be stoked!

https://www.etsy.com/listing/4449685014/light-up-angel-halo-headpiece-cosplay?

Thank you for any help and suggestions!