Clearly, Finny is a virtuous character. Are there any scenes where he fails to be 'good'?

I don't think it necessarily goes without question that Finny is a virtuous character. Remember, we have a 1st person narrator in the novel, so all our knowledge of Finny is filtered through Gene's own biases, desires, jealousies, etc. And frankly, Gene is not the most reliable source. Even he doesn't know how to interpret Finny. One minute he calls him his best friend, saying how lucky he is to have Finny as a roommate; the next, he's accusing Finny of trying to blackmail his academics.

However, I would argue that Finny is generally presented as a kind, caring individual. So, moving from that, one scene in which he does not behave this way is the creation of the Super Suicide Society of the Summer Session. As he reveals his plans for jumping out of the tree, all of the other boys show discomfort and fear. Finny essentially bullies them, eventually wheedling Gene enough to make him jump. Demonstrating this kind of peer pressure is not virtuous.