I had the struggles too when it comes to long notes. When I first played it, despite I get S ranks on most of the 3 star maps, I still find it weird to not be able to achieve it while practising at around 1 star long note map.
So, I decided to come back to it in a few days interval, playing it until one day I managed to get the rank that I want - S rank.
I also sometimes let go of my fingers when a long note still needs to be held, but that changes after days or going about weeks, breaking that habit.
So, I advice to try some Long Note Maps and make use of it to practise just a few times.
Here's the map I practise with:
Click here.