Direct Auto is the worst insurance company

As many of you know, my hubby hit a deer and had $4700.00 worth of damage. Well this dead beat company would only pay $2200.00 to fix the truck. Well after they finally got their a@#es in gear and paid the repair shop, we canceled our insurance with them. Well here it is 2 1/2 months later and still no refund on the insurance. We pay it yearly and they owe us $621.00. The home office located in Nashville is claiming they never received the cancellation notice. Which is a bold face lie. I have a letter from them stating that they received cancellation and we would receive a refund in the amount of $621.00 within 7-10 days. Well it has been 2 1/2 months. I know to file a complaint against them with the Attorney General, but who else can I file a complaint with? Is this considered fraud where they are not refunding the money and playing games?