Unauthorised Debit order deductions.

In May I noticed a debit order deducted from my bank account, I called The Unlimited to query and was advised that it was due to policy that I had taken out in April, I do not have business with The Unlimited, I asked for the recordings and policy documents of the supposed policy. The call centre agent advised that it will take 5-7 days to investigate as the call recording needs to be retrieved. I waited and then I get a notification of a refund totalling 2 installments. no call no explanation. This is a huge violation of my privacy as they have access to my personal information and did not explain how they obtained this and who authorised money to be deducted. The only strange thing was that the cell number they had on record was incorrect and they did not have my ID number on record other than that all information was the same I want an explanation.