I have followed your steps but if I run the checkout wizard I get to the point where it asks me to do the bindings. I can see it is trying to add SagePay related elements to the bindings panel but I cannot select them while the checkout wizard is active. If I cancel this the bindings are removed.
I tried to find the three bindings as you indicated, prior to starting the checkout wizard, but I cannot find them in the bindings panel. I have attached a screen grab showing the bindings panel as it appears when I open it.