IUA Insurance cancelation

I have been dismissed at work and therefore cannot afford to pay my Direct Axis loan. I'm only left with 4 months installment of the 30 months payment plan. I app**** for the insurance to assist the remaining balance and I was told that they do not cover dismissals. I then asked if they can refund me my premiums and they didn't respond. I then called them asking to cancel my loan protection plan with them since they are not going to assist with paying the remaining installment and they say i need to cancel that with Direct Axis and not them, but DirectAxis says I have to find another insurance company if I cancel the current one. I am willing to pay the remaining installment, just not the insurance because it is not serving me, instead it is just increasing my loan repayment. I'm being given a runaround on who to cancel the insurance with