When something bad happens, we say gamzu l’tovah (Shulchan Aruch OC 230:5), but we also examine our deeds. According to Chazal even the most trivial inconveniences are sent by Hashem as punishment (Shabbos 55a). In In Forest Fields by Rav Shalom Arush, I believe he gives many examples of something bad happening, the person taking a minute to search his deeds, find something wrong and do teshuvah, and then the “bad thing” completely resolves itself. (Rav Arush even applies this to such things as putting children to bed — if they’re misbehaving, he’ll examine his deeds and do teshuvah, and once he’s done the kids stop acting up.)
In terms of whether you should keep trying when things don’t go your way — I would keep trying unless you’re too exhausted and need a break. Ask Hashem what to do — perhaps that will clarify things. (See the Bilvavi seforim for discussions of the role of personal prayer in everyday mundane situations; Breslov seforim also have a lot of information on how we should relate to “hints” that Hashem sends us throughout the day).