Canceling policy, money now "lost" in system

I have canceled my insurance policy in writing as well as over the phone and even received a letter of confirmation via email. I was promised that my installment would be refunded and after several phone call (again!) I was informed that the refund was done - I asked them to give me the banking details to which this payment was done. It was mine indeed but neither me nor my bank can detect this money. So I then asked for a proof of payment and was promised that I will receive this by means of an email. Still to no avail - the money and email!