They have 3 distinct options for the return URLs: success, fail and return. Let me re-test the cancel one specifically as I don't recall if I tried that yet.

https://github.com/Shopify/active_merchant/blob/ac5a61e7bf3a09a88467a0b65b2788496e1f7eb0/lib/active_merchant/billing/integrations/paydollar/helper.rb#L35-L36