Policy with no proof of documents and no policy number as reference

As a first time vehicle bank finance buyer I am appalled at how Bidvest handles customer service. I was bombarded with calls and messages then Bidvest called I think offering me the shortfall insurance which I think I might have accepted. Short story, I never received a copy of the policy with details on what it covers and obviously was taken aback when a debit order went through without my approval or having a copy with a policy number. I called and asked in December to share a copy to know what I was paying for but this was never shared which looked suspicious. The debit orders however were deducted monthly with still no documents in place shared and I had no policy number still, so this month I refused to pay for something I had no control over but paying for. The next thing I receive a letter from Bidvest notifying me that the policy has been cancelled and the letter sounded like they were threatening me (what policy? as I did not have any proof)