I know it can be done - I saw it on the Internet
(actually did watch one video where they air layered a Olive tree. I want to say it was in Israel)
Ken, I think you may have just hit on what I think my problem was/is. I think we went too deep, even though we tried not too. I am planning on going about it at different angles now. I am going to try the potting so I can do multiple tries instead of one larger branch.
(Thank you both)