You should write them a CMRRR letter. A brief chronological history of events. Indicate clearly when when the letter and documents were delivered, and the date of they gave you a response for that they won't cancel. At this point mention and enclose the contract copy that supports your cancellation. Tell them as per that they the account was duly closed on the date they received your letter. Nothing else to argue about. At the bottom of that letter indicate cc, that it's copied to your former state's AG office, FTC, That new Federal consumer protection Bureau, Your Attorney, a local TV station, etc, etc... i.e. any body else you can think of. Indicate you expect them to honor their contract. If they have no intention of doing so then their contract was null and void ab initio, wasn't it then?
Always, ALWAYS cancel stuff with CMRRR. Even after a phone conversation follow it with CMRRRR.