Don't insure with Budget insurance

I recently started the process of buying a new car and as usual I needed to take out insurance on the car before proceeding. After continuing I decided not to buy the car and canceled the purchase, although budget insurance still tried to cover me for this car for a few months, after trying to cancel a few times I finally got through and they assured me the payment would not go through, yet it was still deducted from my account. I was able to reverse this debit order and then shortly after finally got hold of someone who was able to cancel the policy. Although now the reversed debit order has shown up as a fault on my credit score even though I never owned nor drove the car they are trying to insure me for. Ridiculous and unhelpful.