Snippet to customise the Pronamic Pay cancel redirect URL.

pronamic_pay_subscription_cancel_redirect_url.php

<?php

/**
 * Pronamic Pay custom subscription cancel redirect URL.
 */
add_action( 'pronamic_subscription_status_update_gravityformsideal', 'pronamic_pay_subscription_cancel_redirect_url', 10, 1 );

function pronamic_pay_subscription_cancel_redirect_url( $subscription ) {
	$redirect_url = home_url();

	if ( ! filter_has_var( INPUT_GET, 'subscription' ) || ! filter_has_var( INPUT_GET, 'action' ) || ! filter_has_var( INPUT_GET, 'key' ) ) {
		return;
	}

	if ( \Pronamic\WordPress\Pay\Subscriptions\SubscriptionStatuses::CANCELLED !== $subscription->get_status() ) {
		return;
	}

	wp_redirect( esc_url( $redirect_url ) );

	exit;
}