What version of eCart are you working with? In eCart 5 there is not a real distinction between UK and US Payments Pro, they use the same system now.
If you open up your checkout failure and look in the bindings you should see bindings for your local checkout server behavior. You will want to add the full request and full response to the page.
This code may need to make use of an include file that is on your confirm page. You should add the includes that go to the WA_eCart folder from this file onto your failure page.