15 years with 1st for woman and they refuse to let me go in peace

I have had a policy with first for women for more than 15 years. I had covered a few of my cars and added the extra tyre, rim etc. Last year November I decided to switch to Outsurance as I am not a pensioner and theyre more affordable. However this process has not been smooth and it is because of the poor admin from 1st for women. I cancelled via email on the 29th of October and my outsurance policy kicked in around the same time. They then told me I cannot cancel via email and that I should call, which I did on the 18th of November. Now I get an email from Gerrith Gooddall saying they cannot cancel my policy until I provide proof of insurance with Outsurance and I sent the outsurance document but they said these werent good enough. Till today they refuse to return my premium paid, and the policies for the tyre and rim and car cover are still in place. I thought it was ******* to have two insurance policies at the same time? 1st for women should let me go to outsurance in peace.