3DS/PSD2 - How can I find transactions that declined due to a failed SCA challenge

You can identify these transactions, as well as the customers associated with them, by downloading the Transactions export. Once downloaded, you can use the Message column to locate errors due to failure of the SCA challenge. We mark these declines with the error type of three_d_secure_action_required.
 
Therefore, this is the error you need to look out for in the export - as this indicates the transaction was not successful due to the failed SCA challenges.