This is where I would like to try running D&D like a videogame. Where you mess up sneaking, the guard doesn't really see you yet, but he has noticed something suspicious and investigates in some way.
That would be what the player notices, and now he gets a chance to sneak away unnoticed leaving a confused guard. Or maybe the player sneaks up to the guard for a hopefully knockout blow, or just breaks cover and charges screaming, sword drawn. Whatever.
The point is, that one single first failed Stealth check doesn't need to reveal the stealthing character.