Why did my jello not set?
A lot of fruits denature gelatin so it doesnt set. 

All of the citruses, papaya (that has an enzyme called "papain" that breaks proteins), pineapple ("bromelin") and a lot of others cannot be used with gelatin without being very thoroughly cooked, as in boiled for one hour or so. 

If you just brought mandarin oranges to a boil for using, that could be it. Or it could be the sherbet.