If you are trying to connect Xero to your pay.com.au account, and you receive the "Connection Failed" error shown below, it may just be a case of being required to disconnect pay.com.au from your connected apps in Xero.
How to disconnect pay.com.au from connected apps in Xero:
1) Click the menu item as shown below from your Xero account
2) From the drop down menu, select "Find more apps on the Xero App Store"
3) Click on My Apps > Connected Apps
4) Select Disconnect
5) Attempt to reconnect Xero within your pay.com.au account
How to Connect Xero to pay.com.au
If the issue persists, please contact support for further assistance.