Do you have a link where this can be seen? On the checkout failure or pp checkout failure pages you should be able to see the full request and full response so long as you have those bindings on the page.
In the pages that you posted just now you have the Express Checkout full request and response on the regular checkout failure page. The checkout failure.php page should only have bindings for the Direct Pay checkout since it is the page that you will get to if you are using Direct Pay. Here is the flow for how the checkout pages should be working:
Direct Pay (cc form) > confirm.php > checkout_success.php or checkout_failure.php
Express Checkout (PayPal button) > PayPal site > pp_confirm.php > pp_checkout_success.php or pp_checkout_failure.php
If you are checking out with a credit card directly on the site you should be going to the checkout_success or checkout_failure.php pages. If you are using the PayPal button you should be going to the pp_checkout_success or pp_checkout_failure page. It seems that you have posted back with almost all of the pages but I have not seen the pp_confirm page yet. This is the page that has the settings for what page to go to when the transaction is successful or if it failed.
If the only problem you are having is that when you pay with credit cards you are getting to the failure page then you need to add the Direct Pay full request and full response bindings onto the checkout failure page that you are getting to.