Unfortunately, citrus scents are just some of those scents that just don't last, in CP or HP.
You could try anchoring the eo with litsea cubea (may chang). Other "anchors" are pathouli, vetiver. It depends on what you choose to compliment the citrus eo that you are using. This seems to give the citrus eo something to "grab" onto, and helps it last longer. I have also heard of someone using cornstarch to help their scents last longer, but I just don't know how that would work.