Is there a difference between 'zkusit' and 'se snažit', or are they synonyms? Maybe a difference in aspect?
zkusit is perfective, derived from zkouška ('test', 'trial', 'check', 'attempt' etc.) and means 'make an attempt' while snažit se (derived from snaha 'effort', 'endeavour', 'attempt'), is imperfective and means 'make an effort'
I translated the sentence as "Měli jsme to zkusit" and was marked wrong.
I think it could be both, since the "English" expression "we should" can be conditional as well as simple past.
Měli jsme to zkusit = We should HAVE TRIED it. check your source. it seems to have confused should/could.