I’m a bit late, but here’s what I can say.
I think we all can agree that wigs that are 15 inches past the shoulders and look very natural are not tzniyus. If you can’t say that, I’m not sure what part of Orthodoxy you claim to be a part of but I don’t think it’s mine.
That said, of course it’s more mehudar to cover your hair with other means (as long as those aren’t more eyecatching than your sheitel). Follow your Rav about what is the bouderies between a tzniyus sheitel and not tzniyus one. I live in Israel, and most frum people here were sheitels that reach their shoulders or are an inch or two below it. Those are just fine.