I dont think you ever see a sagepay page. It is all submitted in the background, and sagepay either responds with success, which lets the page continue, and the order saved to the database, OR sagepay responds with failure, which sends you to the checkout_failure.php page, and displays the error that sagepay responds with.
Can you please zip up your checkout_failure.php and confirm.php pages? I will move the email code to the right place.
What is the exact error you see on the failure page?
You may have to contact sagepay and ask why the transactions are failing.