Why are unpaid direct debits not returned in the transactions endpoint?

Failed transactions aren’t available through PSD2 APIs, so it's not possible to see any unpaid or failed payments for a direct debit.

The /direct-debits endpoint returns the direct debits set up for an account. It doesn’t list transactions (successful or failed) made against a DD mandate.

The /transaction endpoint lists transactions, and there is a transaction_type field which indicates which transactions are direct debit. 

Useful Links: 

Retrieve Direct Debits

Get Direct Debits