I don’t think it’s too low, and I think you rock this look!
I think the thong showing does slightly ruin the sexy superhero effect - but I’ve also been to costume parties where I’ve reached the “eff it, I’m tired of fighting this piece”.
My costumer tip for next time, would be to try toupee/wig tape. It doesn’t cost much, I usually get mine at one of the locally-owned beauty supply stores. I don’t think chains like Sally’s or Ulta’s carry it. And “dress tape” at department stores usually has a big estrogen-based markup (and doesn’t adhere as well).