Tell me about it,don't worry no one catches every fish which rises to a Dry Fly,especially in low light when it's hard to see The Fly.
It's not much different Nymph Fishing with an indicator although you probably have to strike a few seconds sooner.
I imagine like many others I've even had them rise & take insects next to my Fly which has been similiar to what The Fish were feeding on,just keep trying,perfect your timing then hopefully you'll get lucky.
I fished nymphs and streamers almost exclusively when I first began to fly fish mainly because I never could catch anything with a dry. Add to that that I didn't have much of a fly selection back then and I hadn't yet begun to tie. When I started tying I started to learn more about bugs and then started to branch out and fish them.
One thing I've found consistently is that having a confidence pattern is key. I'm sure you have your nymphs that you just KNOW you'll catch fish on. The same holds true with dries. Probably my top dry is a CDC & Elk Caddis. Sometimes it's the hatch, sometimes it's more of a searching pattern, but it generally lands me fish. Caddis are an abundant food source in most trout streams. Even the less than fertile ones.
Here's a recent experience with dries. Me and my bud are fishing a section of stream over some wild brown trout. We can see them feeding. Some are sipping, some are striking at the surface and some are even jumping out of the water. Between the two of us, we probably had 4 fly boxes filled with dries, but we couldn't figure out what they were taking. We tried LOTS of different flies, to no avail. We walked away with our tails dragging. In contrast, weeks before, we found some very hungry fish that were feeding on that CDC & Elk that I mentioned. Those fish couldn't refuse them. No matter what we did, we could do nothing wrong.
The point of this being, sometimes you have to experiment and rotate through a lot of different bugs before you hone in on what they are taking. When you DO find what they're feeding on it can be sheer fly fishing nirvana! Sometimes you walk away with no fish brought to hand, but you DO walk away with experience.
Color, size and shape are all important factors. If you get 2 of three of them, you will generally get a fish. The closer you get to the exact insect, the better. Especially with selective wild fish. Stick with the dries when you see fish looking up and get your confidence going with them. When they're not looking up, stay sub surface.
While I fish mainly nymphs, if I could fish dries all the time I would! Try pausing long enough to say "Dry or Die" before you set the hook. That might make for less of that nothing on the end of the line with dries and more of flies stuck in the roofs of fishy mouths! The first few fish I had rise to dries I proceeded to pull the flies straight out of their mouths, and the slight pause helped with that.
What tippet are you using? Are the fish leader-shy? Try 5X flourocarbon. Make sure it's new and fresh.
Drag-free drifts are usually critical.
Don't try to set the hook to quickly. Let them take the fly under the surface before you strip or raise the rod. Try to fish upstream so that you aren't pulling the fly back out of their mouth when you try to set the hook.
I totally understand what you mean by a confidence pattern. I took me many trips to the river to settle on the Miracle Midges and Caddis Emergers that I use pretty much exclusively.
"Dry or Die" is great advise. You make me wonder if I'm getting too anxious to set the hook. Perhaps I'm just pulling it right out of the fish's mouth. I certainly get them to go for the fly I just can't hook them. I'll have to work on my timing I guess.
It's ironic that many fly fishers now learn by nymphing and then graduate to dry fly fishing. It used to be just the opposite. Dry fly fishers used to think nymphing was difficult before strike indicators were used. Now I think nymphing is the major way guides put their clients into fish.
I love dry fly fishing. I prefer it to nymphing because you can see where the fish is rising so you are stalking it and you get immediate feedback from the fish's reaction. Then you can adjust your strategy and flies. It is more of a one on one experience. If I can't catch a rising fish, it is my fault so it pushes me to improve.
With nymphing, you are reading and fishing the prime lies, but unless you are sight nymphing you have no idea when a fish has rejected the fly and why. So it is more random than fishing to rising fish.
Having said that, I nymph more often on the Madison unless it is an evening hatch or spinner fall. You need to adapt to what the fish are doing.
With nymphing, most of the time the fish are feeding opportunistically, so many flies will work. On the Madison, I use just a few nymphs that I know work year after year. So fly selection is less of an issue. It is more reading the water and presenting to the location. If I don't catch a fish, I assume my presentation was faulty or that a fish was not in the mood; but I really don't know quite why I did not hook a fish. So improvement is more random. You try something new and it seems to work and then you try to figure out why; or you think there is a better way and you try it out, but it is not like having the immediate reacton of a selective feeding fish.
When I dry fly fish most often in my native Wisconsin, I am usually fishing during a hatch so my flies are more specific. So I can judge from the fish reaction what to do. Casting in my opinion is more important especially during heavy hatches when the fish are just under the surface and their window is extremely small. Or when the flies are very small and you are fishing with very light tippets. Unless sight nymphing I have never used a 6x tippet, but for small dry flies, it is relatively common. Wind is also a factor. It usually takes more skill to dry fly fish in wind than to nymph in wind in my opinion.
As a beginning dry fly fisher, I suggest trying the riffles where fish don't get a good look at the fly and they have to make a quick decision to take or refuse. If you are not a good dry fly caster, try fishing down stream and feed the fly into the fish's lane with a parachute cast.
Try attractors like a Royal Wulff in the riffles to bring the fish up to you. The riffles must be less than 30" deep or else the fish will not rise through that water. The less energy they have to spend to take the fly, the more rises you will get. Use these attractors as fish finders. Even if you do not catch a fish, you locate them. You find where they are and they will take the properly presented dry fly.
This time of year a small cricket in the morning, or a beetle during a day would be flies to try near the river banks. Put a small sunken ant as a dropper and you will likely get fish.
If a fish comes up, looks, and refuses, think drag as the #1 reason. Go to a longer or thinner tippet and slack line casts. If the fish don't react to your fly during selective feeding, do to an earlier stage of emergence; an emerger rather than the dry or a floating nymph vs an emerger, or even a cripple. Look for a masking hatch.
There are many dry fly strategies that you can use. Do some reading and try them.
Keep at it. Try dry fly fishing during hatches if you want to know what you are doing wrong. The fish are the best teachers.