Where road goes below a failure (9)
I believe the answer is:
underpass
'where road' is the definition.
'underpass' can be an answer for 'road' (I've seen this before). I am not sure about the 'where' bit.
'below a failure' is the wordplay.
'below' becomes 'under' (synonyms).
'a failure' becomes 'pass' (I can't justify this - if you can you should give a lot more credence to this answer).
'under'+'pass'='UNDERPASS'
'goes' acts as a link.
Can you help me to learn more?
(Other definitions for underpass that I've seen before include "way below the level of others making progress" , "Tunnel beneath a road" , "way across road?" .)