Late delivery, slow response, mission to get a refund

I drove to a DHL branch on a Sat (Isando) to get a document couriered urgently to the USA, the document was due to be delivered on the Tues. On Wed still no delivery, so I followed up. The document went from South Africa, to UK, to USA, to South America and back to the USA. It arrived 10 days later. Phone calls I received from DHL were just statuss that I already knew as I could see it online. Now I am trying to get a refund .... DHL want a form completed and a bank statement stamped by my bank. They ALSO need proof that I paid for the delivery!! I have submitted everything but I expect there will be something else they need as well. NEVER use DHL International.