Yes this is a common problem..
Unlike men, most younger women do not plan sex. It just happens. Therefore you have to be there when it happens and when they want it.
Difficult to do when you show up at the club too early and before the women have had a chance to get warmed up. The idea of course is to let other guys buy them drinks and entertain them, but you go home with them. After most of the other guys have left, gotten drunk, become frustrated like you, etc..
So, show up to the club later, and use alcohol to your advantage. Then work your game as usual. Have your logistics worked out in advance.
Prime time to show up at a club that closes at 2am is 12 midnight.
If you're trying to take a chick home at 10pm most of the time she's not going to be willing for a variety of reasons and regardless of how tight your game is. Her friends who are still unoccupied and who are looking out for her are one reason.
And some chicks will simply not have casual sex or go home with a guy they just met at a bar. Etch this into your cranium and don't let it affect you. Go immediately to plan B which is number close, or see her next time, etc..
What happens to many guys is they take these rejections early in the night and personalize it.
This is a mistake. And affects their attitude.
Being patient can be frustrating sometimes. So I know your pain.
Just hang in there, plant the seed, nurture it and make sure you're around for the harvest. When the fruit is ripe it will fall right off the tree.