She failed at defending her homeland as the Ranger General. She lost Quel'thalas. The Lich King lost control because he was dying and losing power by the hour thanks to a crack in his prison. She was backstabbed by the Dreadlord she kept alive and used to "kill" the others and then needed outside help from both the Alliance and Horde to regain control over the Undercity. She made a coup and took control over an already existing kingdom from the guy who decided to go to Northrend to defend the Frozen Throne and then went into a deep sleep for years. That is hardly creating a kingdom.
It is pretty easy to spin these points around when her main "feats" lead to either defeats or she took advantage of a situation where the more powerful forces were too busy dealing with other matters other than herself. She has now died on multiple occasions and is now afraid of what awaits her once she does hit the bucket, so she is hardly this mega badass that some people portray her as.