Second we have, setting powder! For the glitter itself I apply with a medium concealer brush for dense application and a fan brush for loose application.
I also am fond of Urban Decay: De-Slick, but I swear to god I break or spill it every time I buy it.
Most mascaras have a waterproof option so you can usually get the mascara you regularly use.
Setting spray is your friend! Urban Decay: De-Slick and All Nighter.