Might want to see an IBCLC (International Board Certified Lactation Consultant) at this point, as it seems you are doing everything you can. There may be a physical limitation that makes a deeper latch more difficult for your child. She could also teach you the finger suck technique correctly, as you could further harm the latch if you do it incorrectly. There are also things the LC could show you about ways you could hold your breast to ease more of it in baby's mouth when you see she's starting to ease off (the "teacup" hold for example).
I've just been through this with my now 6 month old. The teacup hold was helpful, as were breast compressions... and persistance! His was due to my overactive letdown - he'd slip to the shallow latch to help control the flow. Different from your baby it sounds like. I have just found the IBCLC so worth the money the two times I've used her. I had already tried everything and was at my wit's end! And then here is this person who could look at me and my baby and see things I couldn't see and offer solutions I didn't know existed. Ultimately, the cost of the IBCLC is so much cheaper and easier than formula!