How to prevent cakey makeup?

Here's how I do my makeup:
-Sunscreen
-Powder foundation
-Setting spray
-Bronzer, blush, eyeshadow, brow mascara, lash mascara
-Setting spray

It ends up looking oily. I apply pressed powder to mattify. I don't use blotting paper because I've read it removes the sunscreen's effectiveness. I use pressed powder several times because the oilyness keeps coming back. It looks cakey.

What should I do to prevent the cakeyness?

Am I doing something wrong?

Thanks.
Updates
3 mo
It only becomes cakey after applying pressed powder to the oily areas on my face without blotting it first. I don't blot because it will remove the sunscreen's effectiveness.
How to prevent cakey makeup?
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