I know that I saw that capital one has a 6 month application policy where you can only apply every 6 months and then have to wait before applying again. I have a strong feeling this could be there reason you were denied a second time. In fact I see people get approved for and use the capital one auto loan for one vehicle purchase where they get denied when applying for another loan. I think this is because of the same reason of it being too soon. To know for certain I would call capital one auto finance to find out an exact answer, but from what I have seen this seems to make sense of why people are getting denied after getting approved in a previous loan. I would either call capital one auto finance to find out or try again after 6 months and you'll find your answer!
When my wife applied for her cap one credit card she was denied and when she called to find out why they told her it was becuase of her credit bureau freeze. They told her to call the bureau to get it resolved which she did and then when she applied again she ended up getting approved. All it takes is a little bit of follow up and work to get things to happen in a lot of the cases. I wouldn't give up yet. Hope all is well with your auto loan search.
Turns out, indeed, the denial was a result of frozen files. Word to the wise -- don't apply for Cap1 Auto Navigator with frozen files!
On the positive side, there was no consequence to our credit for the Cap1 app, and we wound up with a great financing package direct from Mini. Wife is now driving a beautiful Mini Convertible!