Refusal of rental deposit

I rented an apartment from CRC Property Management from the 1st of May 2020. On the 2nd of February 2021 while I was away, there was a break in. I reported the matter to the police and a case was opened. I sent an email to crc property management, noticing them of my intention of termination my lease because of safety reasons. I gave them one month notice, which is end of February 2021, i also requested my deposit to be refunded on the 28/02/2021 but the are refusing, saying I should give the 2 months notice. What must I do because I don’t feel safe and I’m worried about my the rest belongings ?

Regards

Musa