The PA_DS_SET_LAST_DIRECTSOUND_ERROR macro defined in pa_win_ds.c doesn't get an error string from the operating system. It just calls PaUtil_SetLastHostErrorInfo with "DirectSound error".

This should be implemented with DXGetErrorString() see:
http://msdn.microsoft.com/en-us/library/microsoft.directx_sdk.errorhandling.dxgeterrorstring(VS.85).aspx
http://www.eggheadcafe.com/software/aspnet/29501886/howto-use-formatmessage-for-wmsdk-error-codes.aspx

There is code in pa_win_wmme.c that calls PaUtil_SetLastHostErrorInfo that may be a useful basis.