One of the problems you, and tons of people run into, is an unrealistic expectation of what a trance state is.
First and foremost, there are degrees of trance and it is not a binary state.
Like the above said, feeling a bit more relaxed is a pretty good start, so is feeling a bit more focused.
Hypnotic amnesia and time loss/time distortion are symptoms of and a particular response to trance, but that isn't trance as a whole.
Also, it requires practice, and one of the best ways to practice is to listen without expectation.
Find something low impact, something that isn't a series of hard suggestions, and listen to that, that way there's nothing to measure against, nothing to create a success/failure dynamic in your listening experience.