Hi, Lucie. I know what you mean. Sometimes they just say it fast and it kind of slurs--just like how we speak.
---For example, "I don't know" becomes " I dunno" or "Iono". Everything's not enunciated all the time unless. we. emphasis. like. this.
---Or "how should I...." becomes "how should die" that's because we slur the sounds "d" and "i" together.
Sometimes when you learn a new language, don't try to catch every word/sound/tone. Just focus on the "main" words that you heard. (*I forgot the English word for that, but yeah, just the main words.) Or just see what the word you heard sounds like in Mandarin.
---For example, maybe in Mandarin it's "gen wo lai (come with me)", but maybe you heard, "ke wo lai" or "ken wo lay"....what does it sound like in the Mandarin that you know, and does it match the context?
---Or maybe it's "ta ting bu dong (he/she doesn't understand)", but you heard "ta tang bu thong" (lol)...like "rearrange" the sounds in your head--in the way you actually understand it in Mandarin, which is "ta ting bu dong".
---Or, "They WEN to UH store AN BAH-DUH cake." If you were learning English and only caught/understood the words "they....store.....cake," then you can kind of guess what the speaker said.
Anyway, my Mandarin listening skills are a lot stronger than the other skills, and that technique^ (just focusing on what I hear, understand, and can connect to the context) works for me very well. Hope this works for you, too. Good luck. Fighting! 加油! ^-^