One thing I do is I wait to put powder on until the foundation is completely dry. This helps prevent caking. See if you can get a sample of Face & Body and mix it with your Colorstay. I've mixed Face & Body with numerous liquid foundations (Bobbi Brown, MAC, NARs, Dior, Guerlain, etc.) and when I don't do the mixing I always dislike the way that foundation looks on me. When I mix, I love it because I get zero caking and my skin looks like my skin, just better. Face & Body alone doesn't provide enough coverage for me but by mixing the 2, I get coverage and a cakeless face.
I don't wear concealer so I can't really comment on that. Maybe try putting a an extra dab of foundation on any spots that you want to conceal, wait for it to dry, and then apply foundation. Maybe trying it the other way around as well to see if you get results that you like.