to trouble shoot the problem, open the pp_checkout_failure.php page and go to the bindings panel.
on the bindings panel, click the plus button and select eCart -> Checkout -> Local Checkout response. from the gateway list. select the Authorize Express checkout option.
repeat this step and select the Process Express checkout option from the gateway list.
in each of these new binding groups, there is a full request and full response binding.
Add those four bindings to the failure page, this will give information to help troubleshot.
Paypal Pro is 2 services, Direct Payment and Express checkout. By deleting the checkout form and the confirm page, you are removing the Direct checkout portion.