I also started tying some jigs and have been doing pretty well with them, a couple of things could be your problem.
1) I wrap the collar with some strands and put head cement on them before putting any hair on them, I don’t let the head cement dry before the hair is attached, it also act’s as a glue to hold the hair. And I think the rough surface works to deter the hair from slipping.
2) I use,(I call it) the pull through knot, it’s the same knot you use for finishing tying guides to the rod blank. Take a piece (longer the better) of heavy mono or superline and tie it into a loop. lay the loop along the wraping after your finished with hair. Wrap some more over the loop (more wraps the better) then keep the tension on the wrap and cut the wrap line with at least a couple of inches for the tag end. Put the tag end through the loop and pull the loop so the tag end goes under your wraps and trim off the tag end. cover the whole wrap with plenty of head cement and you are done Just one more tip use a colored line for your loop, it’s easier to find when you need it for your next jig.
Works great for me. Hopes this helps.