The normal flow of a checkout on a confirm page will be to first do the shipping quote if this is applied, next is the merchant gateway portion of the checkout, after this is the store order details and summary, and the last thing on the page is the Universal Email that will send the email receipt. After this the user is just redirected to the checkout success page.
If your users are getting to the checkout failure page this usually only happens if there is an error during the transaction processing. What page are your users getting to when there is a problem? Have you been able to apply the full request and full response bindings to the page to see what result you are getting?
If you cannot get a meaningful result with these values and you would like someone to take a look at your files just let me know and I can open a ticket for you that will let you post the files privately.