Better bandaids won't help, even the waterproof ones don't stay on fingers. Just too much folding and bending to ever get a good seal on your finger. Liquid skin might be the only answer.

The cost of medical supplies is political

I use medical strapping tape. It has many uses. When wet it moves around a little, but once it dries again it sticks in place.

Staples and super glue wont move and you can be getting blasted by a riot control vans fire hose.

Elastoplast has some good bandages that tend to stick on in water more often than not.