I can think of 3 options here. One is a product called a "dance belt" designed for this exact purpose.
Second is a pair of what people call under shorts or compression shorts. Think tight Lycra that professional cyclists wear that holds everything in place right against your body.
Third option would be to tuck or tuck and tape (note there are health risks associated with tuck and tape especially if done for long periods of time tucking is easier but not as secure and you'll have to periodically readjust). Simple tuck could be just pulling back between your legs before you pull up your underwear. More complicated one involves this thing called gaff underwear.
For me it's probably quite obvious with my username but I like sissy play and puppy play as my 2 major fetishes as well as femdom which is the basis of most fantasies of mine. Then throwing in whatever else I feel like that day into the mix like pegging, wax play, pretend impregnation, pretend neutering, medical scenes (I have a "femdom vet clinic" scenario I like to fantasize about a lot), etc.