I have done some more testing and I can confirm that when you use the checkout wizard for VSP Form you do have checkout success and failure pages that are created for you, I'm including a screen shot of the final page of the wizard for reference. You may have altered the names of these pages in the wizard if you don't see a regular checkout_success or checkout_failure page.
As for getting back the response for this type of checkout you can go to Bindings > eCart > checkout > checkout form response then choose VSP Form from the select list. You can then use these values on the page that you are returned to for sending out a receipt or storing info in your db.