I wonder how quickly that would end up in the “No sorry never received that” pile.
A common tactic with shady financial services providers.
Put everything in writing, sent by recorded mail. Keep copies of all the delivery confirmations (Royal Mail do this online now so you can just print off the signatures of the people who signed by it).
Name and shame on social media. Hit up their Facebook page and Twitter account with your complaint. Keep it civil though.
Write to the MD / Directors, again, recorded delivery. They hate being bothered this way and will often pass it on to their executive complaints team just to get you out of their hair.
These things take a long time though. Good luck and don’t give in until you are satisfied with the conclusion.