First, make sure you are using the correct bindings for the type of checkout you are performing.
Are you using PayPal Payments Pro?
If so, Are you checking out using the Express Checkout Option? Or are you filling in the Checkout form on the checkout page?
Which bindings did you add to the failure page?
If you are sure you have the correct bindings on the failure page and nothing is being displayed, it means the gate way credentials you are using are being refused by the gateway. they are not allowing you access to the gateway to get a response.