For the glue aspect you may find a soft plastic glue in B&Q, Halfords or a local hardware store - Bostik do one in a tube. I have never tried the pegasus figures with this though I have been thinking about buying some
The long term problem you get is that the bend can let the paint flake off as the figure moves inside the paint coat. Acrylics are better than enamel so to get a good undercoat:
Wash the figure in hot soapy water
Wash the figure in hot soapy water
Wash the figure in hot water (yes three washes)
Use either gesso or diluted PVA glue as the undercoat - if you use PVA add a drop of white or black paint in first to help colour the glue
Paint as normal onto the undercoat
My choice would be gesso but it is very very weird to use as it shrinks while drying (see the first video
HERE and can be a real pain on brushes / hands...