Ah! You mean the legs are entirely greenstuff? In that case, for future projects like this, you might want to use wire to create armatures or 'skeletons' for the legs or any other parts. Cut and bend the wire into the lengths and angles you need, with a little extra to attach or pin to the miniature and the base in the right places. This should keep the whole thing sturdy while you model the putty over the wire, and leave it to cure.
An extra tip is to spread or wrap a relatively thin layer of putty over the wire first. If you push on a large amount of putty at once, even quite thick wire can act like a cheese wire and push up through the putty as you push the putty down, leaving it loose and not sticking properly. A little preparation with that thin layer of putty will help, giving a bigger surface to stick to, and it also helps make the armature even sturdier.
Also, even the first thin layer can be difficult to stick onto a piece of smooth wire. It helps to roughen or notch the wire to give it 'tooth', something for the putty to cling to. Or twist the wire, using two pieces of wire (or twice the length you need), and two pin vices (or a pin vice and pliers or large tweezers) to twist it neatly. Putty will stick more easily in the twists.
Lastly, the size of wire can make a difference. Do you have any pinning wire? You don't want to use the very thinnest wire you can find on a model as big as a daemon prince, or it could just
sag all over again, even if it is light plastic!

I'd say try 0.8mm-1mm wire for that, though slightly thinner wire can be twisted together. (Kill two birds with one stone) Most wire you can find should be fine anyway; though watch out for plastic-coated garden wire, or coloured wire from an art and craft shop. (It's usually-plastic coated too, but it's harder to spot)
Nothing likes trying to stick to that.