The only thing I can think of Sunnyflo is that they are not being pollinated by bees, wasps etc. I am not aware that certain species of pyracantha are male/female?? The other possibility is that finches, are eating out the flowers, before they can berry. What's happening in your garden? Do you have plenty of bugs, or is it the birds doing the damage? Also, keeping pyracantha trimmed, keeps its strength in the fruit and not in the producing of long shoots. Could be you are pruning too early or not quickly enough after flowering to stop the concentration of new growth at each tip. Regular pruning back to the flowering tip is recommended if this is the case. Try February and September pruning of leaf shoots for a year, plus occasional bypass with the secateurs, depending on the weather and growth.

Im not aware of male/female plants either. I wondered if too dry at fruit set time.

Frost and very low temperatures can be the answer, if you are in an exposed area with north and east winds.