Nearly two months and no deposit!

Disgusting service! I returned my rental car on 18 December 2018 and still haven’t received my deposit back. I keep getting told the cancellation has been sent to my bank and I must contact them. I’ve contacted my bank who has confirmed they’ve received no cancellation request. I’ve asked numerous times to be given proof of correspondence with my bank so I can go back to them with it - I get told that’s not possible. Surely a record is kept of this kind of thing? And surely it is your duty to ensure your clients get their deposits back? You can’t just keep telling me to contact my bank when I’ve told you they don’t have a record of anything. It’s now coming up for 2 months not getting my deposit back, that’s not legal firstly, and secondly I’m being charged interest on amount I don’t actually owe. Take responsibility!