Missing payment from old mutual investment to customer

My father has a flexi pension pure with old mutual and on the 4th of Jan 2022 he went to old mutual in Bethlehem to cash out his money and they told him that he did cash it out on the 27 July 2020. We went to the bank to get they statement as he never cashed out the investment. And the bank statements proofs that there was no money paid into his account from old mutual, please we just want to know to whom they paid it out to and the proof of where they paid the money to, please investigate what happened to his money as it is not showing on the account number they say its paid to.