part of the message is saying that the SMTP server cannot relay the email. The rest is showing that the sessions are being set properly.
in the server behaviors list, double click the universal Email server behavior and change the trigger to Current Page Submit so that the email is not trying to send when the confirm page is loaded, see if that corrects the problem with the billing info showing, also try adding the following code at line 1:
<?php @session_start(); ?>
you will need to correct the problem with the smtp server relay permissions.