I think it may turn out that ultimately, rural whites didn't feel like they could trust Hillary or the Democrats to actually look out for their interests. I think they felt that 8 years of a Democratic (and black, no less) President didn't do anything for them, and then here comes somebody promising more of the same, AND this somebody was a woman (bad) who has been demonized in the public sphere for decades on her supposed duplicity and lack of morals. Her policies may have been better for rural whites, but they didn't feel like they had a reason to believe she'd actually do anything to help them. This was exacerbated by the attention she paid to urban centers and people outside of the rural working class white community.
Meanwhile, the other candidate was promising not only to bring change to the system, but that he would specifically work for disenfranchised rural whites above anyone else. He's an old white man (so naturally more trustworthy in their eyes), who they see as the ideal of what they want for themselves. And beyond himself, he was offering white supremacy, which I'm sure was appealing to rural whites as a political economy and a governing ideology that they could actually trust and depend on. This is why they could look past his personal failings, because they wanted his worldview more than him.
If this is right, then Dems need to focus on rebuilding that trust and getting rural white support for a worldview that can coexist with the existence and equality of minorities.