I don't use a tail bag, I just use vet wrap. I condition it, braid it, loop it up and then vet wrap it.
I used a braid in tail bag before and I always had a tough time with it. Either it would fall out the next day, or a few days would go by and it was droopy.
I vetwrapped my horses' tails like 3 months ago. Not only did it grow in length, but they all got thicker (I have 2 apps and 1 qh)