I agree about keeping it tight, your new pic does look better! It will take a headband or three to get it down so give yourself a break! My thumbs always hurt from pulling tight and holding but I do have RA and it affects my fingers/thumbs a lot. Another thing I do is every, say, 6 diamonds I push the braid back into itself (toward the starting point) while holding the headband still. This tends to tighten up some of the gaps between edge diamonds and any gaps where the headband might be peeking through. I also think (imho) that it makes it look fuller, instead of just ribbon against a hard headband, almost looks a little padded, and I have no issues with it shifting. I do sometimes put a dab of hotglue on the inside of the headband about twice while braiding to hold at that point. Make sure you are using good strong clips with teeth, nothing worse than the whole thing shifting and moving when your almost done
Keep going, your doing well! These headbands do take practice, pretty soon you will be doing it without thinking twice!