Ask HN: How to properly train for job interviews?

I am growing beyond frustrating with my job search the past 2 years. A StartUp I worked for ran out of money, so I applied at around 55 companies over the span of 2 months.

I got interviewed by around 12 of them. What I found frustrating is:

I did 4 coding challenges in one week. Companies who would have paid me less than the job I got rejected my challenges, whereas the company I landed the job, accepted it. So no real signal on to how I "can" perform?

Now I got contacted by a few recruiters for interesting companies, and I just wanted to test the waters and went through some coding challenges. 2 companies rejected my technical interview, and I am at a loss. I submitted a coding challenges, didn't think they would invite me to the next step, but they did. I talked about the challenge, what I would change to improve it etc. Was really feeling good afterwards. Now I got a rejection E-Mail saying that they saw some "gaps" in my answers.

I literally have no clue. Like, this is my day job. My current company is very happy with me. And yet, another company thinks I am not good enough and sees some "gaps" in my technical ability?

I am an engineer, I love critical feedback so I can improve. But the whole interview process around judging once skills seems so arbitrary, that's really hard to tell if I am on a good track or not!

Any advice?