First National Bank - more like Last National Bank

I logged a debit dispute with FNB and I still have not received my money back. Their response to me was 'we are unable to process your dispute. Our records indicate that this was a secure transaction performed with a One Time PIN. Please resolve the dispute with the merchant.' I mean, what's this supposed to mean? The OTP payment approval is one of their options provided to customers and the fact remins that the money was deducted from my account. They asked for all the supporting documents, which I provided but still they did not help me.