Yes, it's a consequence of failure. If you succeeded, you wouldn't suffer the complication. Eg if you get to the top of the cliff in time, your friend who is to be sacrificed at the appointed time will still be alive.
I don't know what this means. The complication is an event, so I'm not sure what you mean by saying that it "exists only because of the failure".
I mean, if I lose a D&D combat, my PC is dead only because of the failure. That was the point of rolling the dice! If someone - the GM? - has already decided what is going to happen next, why are the dice being rolled?