Are you being taken to the shipping failure page? If not what page are you getting to? The page tha tyou are sent to will indicate what part of the checkout you are having the problem with. If you put the bindings for the shipping server behavior on the shipping failure page and do not see any messages it indicates that you are not having a problem with the shipping server behavior. If the error is occurring on your checkout failure page then there is a problem with the local checkout server behavior. If this is the case you should do like you did on the shipping failure page and add in the error codes and messages to the checkout failure page, make sure to add the bindings for your checkout using the bindings panel.