Payment failed URL show success order

Hello,
I try to update Woocommerce about failed transaction from iframe / redirect payment page, but it’s look like we sending the data late and getting success URL, after page refresh it’s show the failed text

<a href="https://github.com/woocommerce/woocommerce/blob/master/templates/checkout/thankyou.php" rel="noopener" target="_blank">https://github.com/woocommerce/woocommerce/blob/master/templates/checkout/thankyou.php</a>

putting this code:
$order->update_status('failed');
$order->add_order_note('SmartPay+ payment failed');
at:
add_action('woocommerce_before_thankyou', [&$this, 'smartpayplus_process_order'], 1, 1);

I did var_dump to order status and it's show the right status(failed) and 
$order->has_status( 'failed' ) is TRUE

but checkout/order-received show success text, after refresh it’s show the correct failed text, maybe we should use another hook to put the failed status earlier?
what is the right function?

Regards,