First Tri and lost my gears 2/3s of the way on the bike!

so I did my first ever tri this past Sunday and the day before the race I put my wife's Zipp 404s on my bike to give me that little edge in the bike leg.

Saturday I took them out for a short spin to get used to them and didn't have any problems. It was a ten mile bike leg in the race and I was busting having a great ride averaging about 21-22mph and just feeling strong. about 2/3's of the way in I turned a corner and down shifted and heard an awful "clunk a clunk a clunka " sound.

I looked down and the chain was still in the big ring and it was fully attached to the back cassette, but it wasn't catching the gears. I shitfted again a couple of more times and got the same "clunk a clunka".

Holy Crap! this can't be happening. I was having such a great ride. so up shifted again and the chain slid all the way to the heaviest gear and caught it. That was the only gear it would catch and hold. So instead of spinning the last mile to get my legs ready for the run, I had to grind up a couple of rollers into the wind in the heaviest gear on the bike. I was still holding a decent speed (about 20mph) but I was suffering to do it.

I just thanked the Lord at least I still had one gear--better than none at all. so I cruised into the T2 area and had a quick transition and then the first mile slow and then picked up the second mile and pain trained the final mile and actually PR'd the 5k.

so my question is what could be the problem with the chain and gears not catching? I never had that problem before I changed wheel sets. Was it a fluke? I looked at the deraulier and can't seem to see anything glaring but its just not catching the gears. It is shifting properly but not catching and holding the gears.