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Considering that you're new to the game, the highest difficulty i'd advise to try out is Hard at most until you're familiar with the game mechanics and strategies to win.
It's because Shogun 2 has this mechanic where your armies will just vaporize. There are two ways this can happen:
1) Your army is attacked, and you hit the retreat button, and then your are attacked again that same turn. You'll notice the second time you are attacked, that the withdraw button is greyed out. The withdraw button will also be greyed out for the units in the actual real time battle too.
If you lose the battle in this context, then your entire army is scattered to the wind, regardless of how many of your men are standing when the clock runs down.
2) You are besieged and lose against the enemy assault. This sounds like what happened in your OP.
If you sally and lose the battle, this won't happen: you'll just return with your survivors back to the castle. But if you lose an enemy-assault type battle, your troops get scattered.
The remedy for this is to station your men within supporting range of the castle, but don't actually put them in it, unless you want to fight from the walls.
I know that you said your supporting troops were outside your walls, and you lost them too, but usually your supporting army will simply automatically withdraw some distance if it loses the fight around the fort.
The reason they were scattered is because that supporting army must've already retreated once that turn, so the stuff I wrote under #1 applied.
Or, it was a bug that you unfortunately were hit with.
But again, normally if everything is working correctly, you should be able to have supporting troops take part in a fort defense, lose, and still remain afterwards, provided they were not already being chased by an enemy stack that same turn (or same turn phase, in the case of the AI).