I know a story about a Tony nominated Musical Theater Actor (AEA) who retired from professional performance and performed in a Community Theater production.  He stole the show.  The audience gave him major kudos and praise, yet when he was nominated for the local theater award, he lost to a local nobody.

If you are new to the theater, it may be that politics are in play, and the director really had no inkling of what kind of feedback to give because she had already cast the part in her mind when you auditioned.  This happens.

I have an MFA in Theater Performance and a BFA in Musical Theater.  I also have a Masters in Public Administration, but none of these degrees got me a staring role in a production.  It was my perseverance and drive.  I always tell students that all the training in the world isn't going to make a bit of difference if you don't have the look, and don't have presence.

No one wants to cast a 400 pound bald Sky Masterson no matter how well he can sing or act, and a twenty year old physically commanding male should not be cast in Frankie and Johnny.  The same is true for all productions.  Know the roles, and know your limitations.  I averaged 5 auditions for every performance, and by the age of thirty, I had finally acquired the physical appearance that enabled me to be considered for the roles I wanted upon my entrance to the theater.  This was before I opened my mouth.  Then I felt no fear.  I approach every audition with a "if I get cast, I get cast, it makes no difference" attitude.  As a result, I rarely make a mistake, and if I do, no one ever knows.  It is the rule in performing.  Never let the audience know you made a mistake.

I once sang a song lyrics in the wrong order.  After the show the music director ask me what was different about the song, she knew there was something, but didn't know what even with the lyrics in front of her.  Nor did the actor I was sharing the stage with.

On a final note.  If you have had all this training, stop soliciting feedback from directors you audition and do not cast.  They are not your teachers, you are your own teacher.  You will grow through the craft, not the audition.  If you want training in the art of the audition, seeking professional training and attend workshops on auditioning.  While some director's may give you this feedback you desire, other's see it as a burden and will tell you things that they have no knowlege about.  This director probally wrote "pitch" on your audition form because of one mistake. If there was a large group that auditioned, that is how she remembered you when she called to not give you the part.  When you asked her for feedback, she read pitch and suggested vocal training.  Does this compute?

Keep trying and don't let one failure set you back.  Charles Grodin wrote a wonderful book about his experiences as an actor.  READ IT!  It will give you invaluable advice about dealing with rejection.