ABSA Insurance

I've had my home insurance with ABSA Insurance for a number of years. I recently tested the market and decided to move to a different insurance company. I had a bond with ABSA, but the bond has been settled and my property is fully paid. I informed ABSA Insurance of my decision to cancel my ABSA insurance on the 19th of February. ABSA refuses to cancel the policy unless I provide them with proof of another insurance product, which I provided. After numerous e-mails, they still refuse to cancel the insurance policy. The premium was deducted from my account again on the 25th and we reversed the payment. ABSA now threatens to deduct two premiums at the end of March. What can I do now?