There is no box on airline apps that asks if you "failed" a major airline interview.

Stay with your current regional. Upgrade. Fly 1000 hours as a captain. Go to every job conference (WAI, NGPA coming up soon). Do emerald coast. Do lots of community service. Pay for professional application and resume review. Get in shape. Get hired at a major airline.

Moving to another regional, unless it allows you to live in domicile 1) doesn't look good on your app 2) isn't a smart life choice.