Debitting account after policy cancellation

I cancelled my policy on the 27th, and thereafter I got email confirmation that said that my policy is cancelled with effect from the 27th. Instead of them paying me back the money for the remaining 3 days of the month. Come the 1st they debitted my account for the normal premium. And this is not for the first time they do this, last time I cancelled my policy as well but I didn't get an email confirmation, because it looks like despite my request on a very long call the lady that I was talking to was not willing to cancel my policy, so still they went ahead to debit my account the mnext month. So I am thinking of taking this to the Ombudsman.