Try using products that contain Panthenol.
Panthenol is the alcohol form of Vitamin B5. It is marketed in a variety of hair care products such as shampoos, conditioners and leave-ins to help "thicken" hair because it can penetrate the hair shaft increasing the hair diameter by a small percentage.
Although Panthenol is a form of alcohol, it is actually very moisturizing and has similar characteristics of a humectant.
The one product that I use that has Panthenol high on the ingredient list is my Nexxus Headress leave-in. It's not only moisturizing, but I do feel like it makes my hair stronger and more moisturized.