Hi,
The "cancel url" and "return url" are URL used after the payment notification.
First the sagepay plugin is called and if you have specify some of these urls, the customer will be redirected to these url instead of the classical "cancel" and "success" HikaShop pages.
If you let these fields emtpy, the default page will be used.
About having a blank page with SagePay return ; the first possibility I see is that the URL does not have the parameter "notif_id", which shouldn't happen because that parameter is in the URL sent to the SagePay payment gateway.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.