If you failed section 1 then he should have told you immediately
By not stopping the exam at the point of failure the examiner himself has muddied the water
Sorry, but wrong on both counts. A fail in the first section only would result in a partial pass if the other sections were passed. It would hardly be fair therefore to fail the candidate after only 1 section!
Furthermore, the examiner does not discuss the sections as they are completed - indeed he will likely have stressed to the candidate in the briefing that even if the candidate thinks he has failed a section, to put it behind him and continue the flight.
Can I suggest that posters read
The CAA guidance on the CPL skills test before postulating on the actions of the examiner?
As for the debrief - your post says that he told you that your flying was "excellent" but you had the wrong QNH set throughout. What more did you want him to tell you? Furthermore, what benefit would have been gained if he had waited for your instructor then told him the same thing?