Hello,
My recommendation is either Kryolan anti-shine (very mattifying - serioulsy) or Ben Nye Neutral Set Powder which contains antiperspirants and works very well at keeping shine at bay. BN is my current favourite because it prevents sweat and shine whereas the Kryolan only tackles shine.
Both are professional products and, in my experience, outperform Blot powder and primers.
I'm a MAC C40 in Studiofix powder foundation and neither the Kryolan nor the BN leave me ashy. I use it with a puff for proper 'setting' and a brush for light applications.
With the Ben Nye I've used it as my sole setting powder and also (lightly) on top or underneath my normal coloured setting powder with good results.
I also use the BN on top of powder foundations, on the problem areas.
My nose gets very shiny too and these two products work exceptionally well for me.
Hope this helps.