Need suggestions for ignoring to pay

Hi, I have taken a Personal Loan from Bajaj Finance in 2017. This month i.e. March 2019 I have paid all the money to bajaj finance and got the NOC also. With PL bajaj attached an insurance. There was a written in insurance docs regarding surrender value. Now I asked bajaj how to surrender the policy. Bajaj ignored my queries. Few days earlier I got a SMS from my insurance company . Please find the message below. Payment of INR 9904.78 against policy CP***** for LAN 4******** is credited to BAJAJ FINANCE LIMITED. Pls contact the MPH for your refund. UTRN 9032****** T&C apply-HDFC Life Now when I am going to ask bajaj for paying me the amount they are ignoring this. I have contacted bajaj office they official told me that they donot know anything and asked me to contact wecare@bajajfinserv.in . I have mailed there many times. But they are not responding. Please let me know how I can take legal steps against bajaj. Thanks, Debabrata Ghosh Mob: +91 9831602627