Ridiculous Cancellation Fee

These people expect me to pay R1500 to cancel a service that I have never used. When I originally signed the contract I was told that a gym would be opening in the shopping centre by my house in the next month or two. This would have been very convenient for me since having to go to any other gym would mean spending money on transport (taxis). About 2/3 days after signing I took it upon myself to inquire with the centre management if this was true, only to find out that they knew nothing about this. I called the head office just to be sure and they also knew nothing about it, this was when I decided to cancel the contract and to block them from debiting my account after they debited 2 amounts even after cancellation. First I was told that I needed to email a cancellation letter to “corporate”, after enquiring about 2 weeks later I was told that I needed to forward it to the Winchester branch. When I forwarded it to them they told me they will contact the head office and see if it can be dealt with. Almost a month or 2 later I get a call about paying the gym fee, this was when I found out that I actually need to go into the gym I signed on with to cancel, throughout this whole process not once did anyone tell me this. What do I need to do to get out of a contact with these people, because I cannot afford to pay R1500, that’s the equivalent of my monthly groceries?