Before you add anything to the face paint, you should try a few steps that also work for makeup to try and make it last longer.
First, use a base so that paint has something to grab onto. Also make sure you're applying the paint evenly with a sponge or your fingers. Layer the coats if you need more coverage. Seal it off with some translucent powder.
I'm sure the company produced the paint with testing it out, but if you really want to thicken it I would suggest using cornstarch.