Payslip rejected

Good day, I first app**** online for a personal loan when I was instructed to go to a branch as there was a problem with my payslip. I went to the branch on Thursday, 12 Feb. After about an hour, I was told there is a problem wih my payslip, I must phone back on Friday. No news on Friday. Today, Monday, the 16th, I get the call saying my personal loan was rejected due to the company not being in the yellow pages or telephone directory. I was asked what to do, NOTHING! It is just rejected like that. How can I be penalised? Did you even try to make contact with the contract house? You can clearly see my salary paid in on my statements. How can you tell me NOTHING?