Thanks to All who ever had tried to take a look at my issue. I am Happy to say that I got the solution to my problem. The problem was the relay response URL that I was using was something like http://localhost:8080/.... , which would not work as it is not publicly accessible from internet. So I changed my URL to http://myipaddress:8080 (Ofcourse I need to change my router settings to re-direct the port to my machine's port on my LAN). That worked, now I'm able to call my relay responser URL. Also, always need to make sure that we set the same Relay Response URL as the default in the Merchant Interface tool.

 Finally, this is the lesson I learnt :manvery-happy: