To cancel loan that never happened

On Saturday i borrowed money from Capfin and thought i would have it by the same day (always happened that way) It did'nt and as i needed this urgently i went somewhere else.This morning i call in and asked to cancel the loan.To my shock and disgust was told that i can't as it shows the funds has already been payed in my account.Funny thing is that i have not received this. I asked the lady to reverse and to my shock said she can't do that.Or i have to pay the money back and somme add a settlement balance to top.How can i settle an amount i have not received hey.Any way i said the gentlemen told me about a cooling off clause and i'd like to make use of it.Now she tells me she has to listen to the tape.Jassas the only thing i want is for this money to be reversed as i do not need it anymore.Capfin if you pay this money in today, tomorrow,Wednesday or any other day im going to the ombudsman i swear!