Financial dispute

Absolute worst service i have ever come across in my life. I cancelled my gym membership and they still keep debit ordering me after paying the cancellation fee and i have spoken to them numerous amount of times to sort this out and to stop the debit order. I have provided proof of payments and they still cannot resolve the issue as well every time i phone, i get given i different story and on four different occasions two of them have said the account has been settled and the other two say that there is an outstanding amount. Last week Wednesday I received a statement from their side proving that everything has been settled, yet i still get debit ordered and ask to make payment.