that happens to many people

what you need to do is cancel out the color of you under eye
a make up specialist should be able to do this

every color has a color that is opposite of it
the opposite of red is green
so if you apply that color on top of your under eyes
and then put on a concealor it is much more likely to work
the opposite of blue is orange

that is why they sell green coverup of acne it cancels out the red and then you can put on regular concealor