Moisture, temperature, old caulk, wrong product for the material or surface contamination will all or individually make caulk fail to cure. If the caulk failed to cure at the same spot both times, it sound like moisture behind the wall/caulk. I have never seen a Liquid Nail product I would use for bath tubs.
Go to the local big box hardware store, Lowes or Home Depot, and get new caulk. They have enough product turnover that that tube will probably not have sat on the shelf very long. I prefer acrylic latex or silicone based for tubs. Acrylic latex will clean up and smooth with water and is very forgiving. The silicone based is less forgiving to smooth with your finger but is a better option in a tub.
Remove the old caulk from the tub, use alcohol( rubbing or denatured) to wipe down and clean the area and let it dry throughly. The alcohol will rinse out any loose debris and evaporate pretty quickly. Open the door and turn on the fan, the fumes are strong while you’re in the tub next to the wall. Check the area that’s been a problem after it’s cleaned out. It may need a fan blowing air on it overnight to fully dry it out. Check it very closely, it may the early indicator of a problem developing behind the wall. After its real dry, try it again. If you use acrylic latex, water on your finger acts as a lubricant to smooth the caulk out. If you try the silicone, use the alcohol on your finger as a lubricant to smooth. You can use a bare finger on silicone but the alcohol gives you a little more time before it sticks/skins over.
You can try to just remove the problem area, clean and dry it throughly then reapply, but i have had poor results trying this in the past. Might be worth a try though.