The short answer is, you conclude that your data offers no evidence in support of either a moderation or mediation effect, partial or otherwise.
What explanations could account for failing to find either a moderation or mediation effect in a given model?
1. There truly is no noteworthy relationship among the selected constructs;
2. There truly is a noteworthy relationship among the selected constructs, but the indicator variables you used were technically inadequate to allow the relationships to be captured;
3. One or more of the associated measurement model(s) is incorrect (construct to indicator relationships);
4. Your sample participants were not giving forthright responses, failed to understand directions and/or stimuli, or were otherwise unsuited to or unable to appropriately complete the task given them;
5. It's a case of a collection of type II errors (possibly due to inadequate sample size, or just bad luck).
The problem is, of course, without additional research you can't be sure which of these explanations might be the most plausible for a given variable set.