Hello,
Regarding the question :
What is the order status in your HikaShop backend ?
You didn't provide the information so I can't tell you more regarding the email notifications.
But regarding the message that the customer can see in the page ; for the moment it requires to modify the plugin in order to remove (comment) a line:
$this->app->enqueueMessage('Transaction Failed: '.$vars['StatusDetail']);
You will find the file under : plugins/hikashoppayment/sagepay/sagepay.php
By removing the line (or commenting it, by adding two slashes at the beginning of the line) ; the display of the message will be avoid.
Regards,