I really need some advice here

Hi fellow monkeys

I'm writing this post because I'm at a really dark spot right now and I'd really use some help.

I'm an undergrad at a non-target in Italy. Last year I managed to get an internship in project finance at the major bank here (think of BNP/HSCB kind of institution). While I was there I really bonded with my MD and he sponsored me to have another internship in PF in the bank's secondary hub. This didn't work out because I don't have a European citizenship so I wasn't able to go there. However I got another offer from a satellite office and went through all the paperwork in order to get the visa and I was literally one step from getting the damn thing but yesterday HR hit me up with a mail saying that there was a bureaucratic issue so this no Visa for me. Hence, I cannot start working.

I feel completely lost. I spent the whole summer going through all the paperwork, flying to embassies to get that shit done and only to get rejected because of a date on a piece of paper. It's so fucking unfair. Has this occurred to anyone of you. How did you cope?