The issue is usually too much product - cream shadows need less than you think, just a tiny amount on your lid. Make sure your primer is actually dry before applying shadow (wait like 30 seconds), and try using a light hand with the setting powder instead of packing it on, which can actually make creasing worse. Some people swear by setting cream shadows with a matching powder shadow pressed on top rather than dusted, since it locks things down without shifting. If you're still getting creases after that, your eyelids might just run oily and you'd be better off switching to powder formulas for daily wear.