Zhao Daiyu * reads:

R Commit: Before to player makes the control check, they discard 1 card. Their control check gets - X.X equals the control of the card they discarded. Failing the control check you does not end to their Combat Phase.

If the control check to fail of the ability of ZHAO DAIYU *, the card is in card pool or is discarded.

If the control check for the card fails, the card is discarded, just like any other failed card. Then you can attempt to play another card.

-Tinman