@donasmrs-- There are options for alcohol-free hairspray but you need to look beyond your local pharmacy. Check out larger retail stores, salon brands, high-end brands at the mall as well as online stores.
I personally use one that I got from online. This hair spray was formulated to use on wigs. Synthetic hair needs gentler care than regular hair, so hair sprays made for synthetic hair usually don't contain alcohol. I use the product on my own natural hair though and it works great.
So feel free to try different products. As long as alcohol is not listed in the ingredients list, it's fine. And continue to read reviews because that's a great way to know which products are worth purchasing.