Josrulz, I don't think you did anything wrong. A thing I have learned over the years is not all mud is the same. Just because the chart says the bottom is mud it does not guarantee that it is good holding mud.
I do a lot of sailing on the Hudson river. There is a little cove north of us where we like to go and just spend the night at anchor.
The cove is maybe 1 mile by 1 mile. I have found out over the years that within 50 yards either side of a given point of good holding, the anchor may not set at all.
To me good holding in mud is a crap shoot.