I am feeling a little down after failling my third attempt to move up from NL5 to NL10 and just wanted to know if anybody has been in a situation like this and what did they do about it.
Depends on why you failed. If you beat 5NL by playing "your strategy", lost at 10NL, kept playing "your strategy" at 5NL until you were bankrolled for 10NL then lost again playing "your strategy", then repeated the process you are wasting your time.
The key is about improvement. As long as you are coming back stronger each shot at 10NL you will decrease the rate you lose at each time until you are finally beating the game.
If you work hard and improve your game results will come.
Games don't change a lot, in my opinion, until you reach the 25nl/50nl levels. 5nl and 10nl doesn't play terribly different and the skill level of your opponents are pretty close between levels. That's not to say there aren't competent players at these levels but overall they make a lot of mistakes. The ones who don't move up pretty quick. Sometimes when people move up they assume they need to play more aggressive, maybe widen their ranges etc. That's not the case.
I would suggest posting hand histories for whatever level you're currently at to get some feedback. We might be able to help you plug some of those leaks.