When the transaction enters a canceling status it's not possible to recognize therefore it does not change to canceled. The PayU connector send the following error: Response code: PENDING_TRANSACTION_REVIEW - AcquirerMessage : PENDING_REVIEW

This error does not happen in all accounts, but it's possible to find filtering the transaction with canceling status.

The workaround is to call manually the API: https://developers.vtex.com/vtex-developer-docs/reference/transaction-flow#cancelthetransaction