How to mention "failed" final year thesis in SOP?
I am not so sure that your final year thesis has actually 'failed'. It is not actually expected that many students will propose something truly new in their bachelor's thesis. The purpose is to teach you how to research a topic and write about your research. In this case, the fact that your supervisor did not give you much guidance or direction may actually be seen as positive, since you have succeeded in finding the relevant papers on your own, and have (I presume) written a decent paper about your research. 

You are now heading into a phase where you will be expected to go beyond a literature search and propose "something new". Finding the relevant references is a basic skill required of any researcher. So is being able to work independently (that is, without someone always telling you what to do and where to focus your research). Your current supervisor's supervisory style has forced you to do this--point out this fact in your SOP! Take credit for having initiative and independence, and do not see your final year thesis as failed. It may not be outstanding, but it has served the purpose well.