Aww Cariad...sorry you didn't get through. I remember how it felt being knocked back at Stage 2...I was absolutely gutted, so I can understand how you feel being knocked back at this stage.
If you've got tries left, go for it again next year. I know it feels like a long time but my year flew past and has given me valuable preparation time to know it's the job I really want and to learn more information about aircraft etc.
Give yourself time to get over it first because it is a huge blow, not only to your confidence but also your self esteem and next year you'll look back and know in your heart where you can improve.
HTH