Your pages aren't being forwarded to the SagePay pages when I run through the transaction as the SagePay VSP Server is supposed to. Is your experience any different on this?
In my experience, users have been more successful with PayPal Payments Pro, or Authorize.net. Sagepay has some more complicated server interactions that can easily be set up incorrectly. Would either of those gateways be an option to implement the store with?