OP, you're tired of being the "nice guy"? What else are you going to be—the disrespectful guy who abuses women and uses them for your own self gain? Men don't need to put on a show to please a woman, because if you need to try to be nice and it doesn't come naturally, then what good is it to lie to yourself and the woman you are with? Generic advice is as follows—be yourself. Don't second guess your actions and do what you think is right. If you are truly the nice guy you think are, it will all just happen in the moment. Please don't lose hope after rejection from just two women.
I think what is going on, in your case, is a serious lack of communication between you and these women. If you are going out on "dates or whatever" without her and she is becoming jealous, unless you have expressed your feelings to her, she is naturally going to think you are not interested and may justify why she is moving onto your best friend. If she doesn't know you have feelings for her, you can not fault her for not returning them towards you. Being the man in the relationship, you may need to make the first move.
Speaking of making the first move, not asking women out on dates and letting them contact you and arrange them is something I would also strongly recommend changing in your future endeavors. There is nothing more sincere than being asked out by someone, despite the circumstances, because it shows that you care and that you are interested in being with them. If you don't contact them first, you are open to losing them to others who might. It's not controlling and they most certainly are making their own decisions by choosing to go on the date or not. By not asking, you are not trying.
Do use manners and do not be offended or sensitive to their responses, especially if they are either busy or deny you. I assure you, there is nothing less attractive than a man who pouts or throws temper tantrums like a child. If she is busy, work around her schedule, listen, and contact her further at a time when she is available. You need to learn how to sense things, as she may sound like she is delaying things or unsure about the situation, but what she really wants is to be left alone and may not be interested. It may sound obvious, but absolutely do not present yourself as desperate—do not contact them too often or at unusual times, as well as absolutely do not initiate any controversial conversation topics. Please use discretion with these women.
The reason the woman walked out on you is because you were not picking up on the signals of something. What you described was vague, but there is something that resulted in her feeling that that was her last resort. If you noticed she may have been feeling uncomfortable prior to her absence or was acting reserved, you may have offended her or said/ done something that caused her such discomfort that she felt she had to remove herself from the situation. If there is a long period of extended silence between you and the woman you are on a first date with and things begin to feel awkward, you may cause irreparable damage with ever creating an intimate relationship with her. If you can not talk the woman you are with, than maybe you are with the wrong woman.
I agree with S_Spartan and I agree with Lavinialuna agreeing with S_Spartan. OP, it sounds like you are still young, quite possibly even within your teenage years—to that, I reassure you that the young women your age are far less prepared and willing to commit than you seem to be looking for. With time, these women will appreciate the values that a quality man can instill in a relationship and they will seek out a lifestyle that can provide them with more than just a good time. Be patient and keep a diligent attitude, as far as dating goes.
"Why do [you] keep trying, if [you're] not finding the right girl?" For her. You do it for her. Imagine the joy you will bring the right girl, when you find her. Don't deprive her of you, by giving up because you haven't found her yet.
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