Not a big mistake at all. You did nothing wrong so don't be hard on yourself.
Shaving or clipping is a very good temporary measure to use while you are having electrolysis. The active hairs will pop out quickley and the unactive hairs will not. Your electrologist will be using her time and your time efficiently if she/he is treating only growing hairs. You won't have to shave for long, though, because a skilled electrologist will get you clear and KEEP you clear until you reach the end to this hairy situation in 9-12 months. For this happy ending to be realized, you just need to do your part and stick to the schedule your electrologist advises for you.
I wouldn't use the depilatory in between treatments, I would shave or clip. It's easier on the skin.
Dee Fahey RN CT LLC
Licensed by the State Medical Board of Ohio for Cosmetic Therapy/Electrolysis and the State Nursing Board of Ohio