add_action('woocommerce_order_status_changed', 'bdev_send_cancelled_order_email_notification_to_customer', 10, 4 );
function bdev_send_cancelled_order_email_notification_to_customer( $order_id, $old_status, $new_status, $order ){
    if ( $new_status == 'cancelled' || $new_status == 'failed' ){
        $wc_emails = WC()->mailer()->get_emails();
        $customer_email = $order->get_billing_email();
    }

    if ( $new_status == 'cancelled' ) {
        $wc_emails['WC_Email_Cancelled_Order']->recipient = $customer_email;
        $wc_emails['WC_Email_Cancelled_Order']->trigger( $order_id );
    }
    elseif ( $new_status == 'failed' ) {
        $wc_emails['WC_Email_failed_Order']->recipient = $customer_email;
        $wc_emails['WC_Email_failed_Order']->trigger( $order_id );
    }
}