Applying to masters after failing one
I can only speak for the UK, but in my opinion there's no issue about applying for a second master's degree. I knew two people on my MSc that had already "completed" a master's degree, and for one of them it was his third.

The personal statement is always the best way to express how you feel about the course you're applying for, but if your first degree is good, and you don't need to mention your previous masters, I wouldn't bother.

If you're genuinely anxious, you could contact the course convener and ask him/her some questions about the course and then simply ask whether your undergraduate degree is sufficient qualification. (I think you should have no problem with a data science degree if you have a physics degree - just make sure you are no stranger to coding.)