Your thankfulness in the middle of disappointment honors God, and it shows a heart that is beginning to understand His grace. You failed an exam you hoped to pass, you feel tired and unsure of which way to go, and yet you are thanking Him for His love, for your family, and even for your sister who passed the same exam. That is the right response, and God sees it.
First, be settled on this. God does not love you or bless you because you are good enough or because you passed a test. His blessings come by grace. When you trust in Jesus Christ, God counts you righteous through faith in Him, and He buries your failures. He blots them out and remembers them no more. That does not give us a reason to live carelessly, but it does mean your failure does not define you and it does not push you away from Him. You are still His child, and He still loves you even as you acknowledge you are a sinner.
Second, understand that disappointment is often part of preparation. Years of struggle and hardship can feel wasted while you are in them, but God uses those very seasons to shape you for what He has ahead. It helps to learn the difference between your work and God's work. Your best plans, even when you do them with all your strength, can end in failure, but God's work does not fail. Because this is His work in your life, you do not have to lie awake worrying and trying to figure out every step. You can rest and trust Him to lead.
Think of Joseph. When he sat in prison after being falsely accused, he could not see any purpose in it. Only later could he look back and see that God had ordained even that painful place to preserve his family and to fulfill a larger plan. He could say at the end, it was not merely men who sent me here, but God. In the same way, you may not see His purpose right now, and that is normal. God asks you to believe that He has a purpose and a plan, and in time He will make it clear. Do not be quick to bail out or to force a new plan out of anxiety. Wait on Him.
That means instead of making your own plan and then asking God to bless it, ask Him to show you His plan and then walk in harmony with it. The most important thing is to seek the mind of the Lord. What is He wanting to do in your life in this season. Scripture calls this walking after the Spirit rather than after the flesh, and walking with God as Enoch and Noah did, which is simply living in close fellowship with Him day by day, making no provision to follow your own desires apart from Him. God has promised under the new covenant to put His laws in your mind and write them on your heart, to be your God and to be merciful to your failures. Jesus said His yoke is easy and His burden is light, because it is God working in you.
So bring your tiredness and your questions to Him plainly, just as you have here. Tell Him you do not know the path and ask Him to guide you. Stay in His Word, pray honestly, and take the next faithful step that is before you, whether that is preparing to try again, seeking wise counsel about other doors He may be opening, or serving faithfully where you are. Trust that no weapon formed against you will prosper as you remain in Him, and that even this setback can be woven into His good purpose for you.
Thank Him again for softening your family's heart toward you. That is grace. And continue to thank Him for your sister. Rejoicing with her without comparing yourself keeps your heart free from envy and keeps you walking after the Spirit.
May the Lord lift you up, set your feet on His path again, and give you peace as you trust His grace. May He show you His way step by step, and may you know more deeply that you are accounted righteous in Christ and deeply loved.