It seems that you do have some issues remembering verbal instructions, especially if you are under duress of some form. I have this issue as well, but I will not include my personal experience here, as that is not typically appreciated on S.E. sites.
Some things that may help you are: play math games (you may be able to find an app similar to this) and memory games such as Lumosity (also available as an app). Try playing the math games on a time limit, as strange as this sounds, it will help you think more quickly on your feet which may help you remember things you heard while stressed more easily.
If you know you will be receiving important information or instructions, be ready with a pen and paper so that you can take down the information - or at least enough details to jog your memory later. If you feel nervous/worked up, try to take some deep breaths and relax before receiving the information. Also, do your best to stay interested in what you are being told, even if it seems boring or normal or whatnot, keep your ears and brain open and not thinking about what you'd rather be doing or hearing.
In the slightly more long-term, try to eat healthily and get enough rest so that neither of those is responsible for stressing your body. If you continue to have difficulties with your memory or notice it is getting worse - such as expanding to other portions of your life - you may consider getting checked out by a doctor to rule out any more serious issues.
I hope this has been helpful to you. If you have any questions or concerns, feel free to let me know in the comments!