I’m really sorry you’re feeling so bad, but four weeks is nothing in terms of a life-long way of eating. Fat adaptation generally takes about six to eight weeks, and sometimes longer, in any case, so I doubt you are doing anything wrong. If you could give yourself a bit more time, you might be pleased with the results.
Women in particular are conditioned to care strongly about scale weight, and if that’s true for you, perhaps you could learn to let that go. The reason is that keto is a health-normalization diet and gives many benefits in addition to the loss of excess fat.
Not only that, but we often use the word “weight” when what we are really talking about is “fat.” It’s fat that we really want to lose, not necessarily weight per se. As several women have already pointed out in this thread, women often gain lean tissue at the same time as losing fat, and the lean gains can cancel out the scale movement from the fat loss. This is by no means failure, it is vastly increased health. So if your clothes are feeling a bit looser, don’t worry about what the scale says.