Well there it is. Perhaps my thinking is affected by emotion so kindly advise me. Declined by specific AEGD program. How appropriate to write them and ask what I need to know for the next occasion I apply?
Completely appropriate.
Most will be supportive, which means that its also difficult to get specific questions answered/ advice out of them; expect a lot of generic stuff though.
Also try getting in touch with candidates who did make it and ask them what they had done. that may prove to be more productive.