或者

select distinct producer, consumer 
from tab t
where status = 'FAILED' and not exists(
    select 1 from tab t1 where t.producer = t1.producer and t.consumer = t1.consumer and t1.status = 'COMPLETE'
);

或者

select producer, consumer
from tab
group by producer, consumer having( count(1) = count(case when status = 'FAILED' then 1 end));

等等。

我觉得用集合论可能更容易解决这个问题-

SELECT PRODUCER, CONSUMER
  FROM your_table
 WHERE STATUS = 'FAILED'
 MINUS
SELECT PRODUCER, CONSUMER
  FROM your_table
 WHERE STATUS <> 'FAILED';