I noticed that your pause and fail background are up-scaled and that the black side bars are appearing on the side in the screenshots, so I assume you're using default image source itself without any touch ups or that it wasn't resized to fit the entire window.
If you want to cover the entire window, then naturally you'll have to upscale it which causes a large issue if the default image you're working with is small and you want HD support. If I remember correctly if you want SD and HD support you'd want 1366X768 for SD and 2732X1536 for HD. There is a cushion though regarding the quality loss. Photoshops up-scaling is bad as the quality loss is very noticeable especially when you're up-scaling an image more than twice its size so I found a better program for this which is Perfect Resize (google it. use the trial version). Of course if you still want to use Photoshop still then that's fine but you'll have to do more work. Generally up-scaling is a last resort if you cant find any that's big enough.
I'll be using this picture as an example:
The picture itself is less than half the size required for HD so you'll have to upscale it. The picture is 1000X731 and if you want widescreen SD then you'll need 1366X768. The impact with up-scaling it isn't really much so there's not much to worry about. But let's say you want HD since your screenshots look like you want HD. So now it'll be up-scaled almost 3 times its size since it needs to be 2732X1536.
So now you either use Perfect Resize (not perfect but better than Photoshop at least) or stick with Photoshop/GIMP or whatever program you use and up-scale it to 2732X1536. You'll notice that the quality loss is huge (obviously). If you used Perfect Resize then make sure to tick "edit as copy" so it'll save it as a .psd file and you can open it with Photoshop afterwards. You may have to cut some of the excess canvas size after up-scaling so it'll be 2732X1536.
The rest is up to your Photoshopping skills. If you have Topaz Labs (Topaz Clean, Denoise, and adjust) then those help a lot.
I did a quick adjustment. Since it's HD pause then we'll name it
pause-overlay@2x.png.
I had to save it as jpg since the size for png was 21 mb and would take forever to load. I only did a quick touch up so the quality can be better but this is where the quality loss is very noticable. That's fine. Assuming that just about 98% of the people here don't have a resolution of 2732X1536 and at most 1920X1080 then osu! will downscale the image and the quality should be better.
If you want to go ahead and use or test the quick image touch up then it's
here. It has the SD and HD sizes.
Long comment is long.