branuss is right. that's just the nature of bed fishin'. of course you had to be doing something right or you wouldn't have got the female to pick up the bait 3 times. your difficulty in landing her is probably
explained by the fact that bedding fish many times will not strike or pick up a bait the same way they normally would if they were trying to eat it. many times they will bite just a "piece" of the bait - a claw, leg, or tail depending on what bait you are using. many times they will just swat at a bait or even try to knock it off the nest with their tail. after all, they are only trying to move it off the nest, not eat it. and they will only hold on to it long enough to move it off the nest most times, then they will spit it right back out. so you have to be a little quicker on the trigger with bed fish if you are sure they've got the part of the bait with the hook in it. for this reason, i like compact lures more than longer ones - baits that make it difficult to pick up the bait without getting the hook in their mouth.
as far as catching the male goes, i would suggest not to do this until after you have caught the female. reason is because the female will many times totally lose interest once the male is caught, even if he is released quickly. in fact, many times the best way to catch the female is through triggering the male to bite or attack the bait (but not catching him which can be kinda tricky). after the females see the male get interested, many times they will turn on quickly and take over and grab the bait themselves. i have even seen them follow the male out of the nest as he carries the bait away and then attack it right where he spits it out even though it's several yards from the nest.
if you do want to catch those males that are actively chasing bluegills out of the bed, it might be a better choice to use a lure they can actually chase rather than something that sits still - something like a spinner, crankbait, or swimbait burned right through the nest area.
one other tip is do not be afraid to get aggressive with bed fish, sneaking the bait in from behind and whackin' em on the tail with it is a good way to get 'em p.o.'d really fast. most people use subtle twitches with their baits on beds. do not be afraid to really pop it or jerk it hard. many times this will make a bed fish totally blow a gasket.
of course, one overlooked option (and probably the deadliest imo) is to use a live bait on the bed if you are so inclined. that's my preference, but it's not for everyone. either way bed fishing is a very interesting experience and it's amazing what you will see and learn even if you don't catch the fish. good luck to ya.
