The closest I can think of to a deity of failure is the few gods and goddesses of bad luck or misfortune from different mythologies around the world. In Hinduism there is Jyeṣṭhā, the goddess of inauspicious things and misfortune, who is identified with Alakṣmī (Bad Luck; Misfortune), Śītalā (the goddess of smallpox) and Dhūmāvatī. In Hindu custom the performance of certain tasks during inauspicious occasions, such as during the rising of certain constellations considered to signal bad luck, guarantees the failure of certain endeavours connected with those tasks, often involving the death of a close relative. Jyeṣṭhā is the personification of all the things and places connected with this bad luck, failure and death. In Aztec mythology Xólotl, the personification and god of death, was also the god of lightning, fire and bad luck. Laima, the Latvian goddess of childbirth, was the personification and goddess of fate, who manifested herself as both good and bad luck. Vammatar was a Finnish goddess associated with misfortune.
There is also a bunch of entities in Greco-Roman mythology who are not deities and were never worshipped as such but personified certain human vices, evils and conditions connected with failure. These are the evil daimones [spirits] which were trapped in the jar which the first human woman Pandora opened and unleashed into the world and which thus cause all the suffering endured by humankind. They include Aergia (Laziness, called Socordia by the Romans), Amekhania (Helplessness or Lack of Means), Aporia (Powerlessness or Difficulty, called Egestas by the Romans), Penia (Poverty), Ptokheia (Beggary) and Koalemos (Stupidity or Foolishness). There is also a group of daimones mentioned in a fragment of Homer's Epigrams which are described as causing craftsmen's work to fail, and they personify different aspects of ceramic-work emerging flawed. Their names are Syntribos (Crush), Smaragos (Smash), Asbetos (Char or Scorch), Sabaktes (Shatter) and Omodamos (Crude-Bake).
If you're looking for a gigantic bird composed entirely of fire, it seems that Myrddin has found the closest thing to what you're asking about in the Slavic Firebird, as above.