DKI Jakarta - Jakarta Utara
On page 12:
"A failed Adventure remains on the
board and receives an increase of 1 Threat cube"
The only problem is that the special rules for a private dungeon does not cover the "remains on board" instruction and the Threat adjustment as they are the same as a regular adventure (as well as most procedures).
We will address this in our official FAQ and future examples and videos.
We assumed this way, since there are several sections on the rulebook that classify adventures and private dungeons with the same treatment.
Thematically, a party was unable to resolve a private dungeon and words spread over the city that the dungeon is indeed dangerous or more threatening.