I would see if I could find a hairdresser who caters to cancer patients who lose their hair, explain you have been ill (without going into detail) and see if they could clean up the look a bit for you and/or maybe shave your head (since you're enjoying wearing a wig).
It's your head/hair; if you enjoy the wig, enjoy it! Even if it comes off, you owe no one any explanations.
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"Never give a sword to a man who can't dance." ~Confucius
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