That is the system though. Democracy isn't really about getting what you want. That's impossible under any system other than a dictatorship where you are the dictator. Parasocial psychology has lead a lot of people thinking that Trump getting what he wants is what they want. But that won't work out well for anyone.
Democracy is really about removing the worst people from power and preventing them from getting power in the first place. Over many years in something akin to natural selection you can have progress. But like evolution, it goes slowly.
Voting third party isn't a brave choice, it's just a fantasy. Even in a proportional representation system, it's still a fantasy, just you'd see maybe a few powerless people sitting in a legislature complaining on C-Span (which nobody will watch) instead of on social media.
Politics is about power and compromise. Vote for a representative that has a reasonable chance of winning, and write to them to encourage them to compromise closer to your position on things. That's actually effective, people that go on about a fantasy world where they just tick a box and whatever they want will happen are just being silly.