Refuse to pay my premium back

Good day Absa Bank Insurance is very expensive being a client of them doesn't even help you. I have been insured with them for a month paying almost R1000. I get a offer from BUDGET R400 less. Now I've canceled my policy with them with immediate effect but now they refuse to return my debit order. I've send them numerous emails. I am already covered with BUDGET but can't get back my premium.