I have a similar problem with DS--he's very tall, but also very, very thin. If it fits in length, it generally is too big everywhere else. We do a few things.
Buy slims with adjustable waists. He needs the waist on slim all the way down and it is still loose.
Different brands fit differently. I've found Oshkosh to run large. If I buy a size smaller in a slim with adjustable waist, it almost fits. Of course, this only works with shorts were you have some play in length. I would assume for a girl, this would work with capri pants.
There is always a tailor. If you, or a friend, can do it, all the better for you. I was surprised to find that it doesn't really cost that much to alter kids clothes a little.