Threatened after making insurance enquiry

I phoned to inquire if my building insurance covered the replacement of a pool sand filter. They informed me that it was not covered, Two days later I got a threatening letter asking for proof that I had personally financed the repair otherwise future damages (for an item they don't cover) would not be covered. I emailed to ask what this was about and was told then any pool related damages would not be covered if I failed to send through proof. I believe this is a shocking attitude and once again proof that insurance companies are constantly trying to find an excuse not to pay out. I don't like being threatened and I don't like paying for something that the provider is deliberately trying not to provide and will use any excuse not to uphold their contract