As per reading your chats, I think they understood that you want to cancel the withdrawal. They even said "Your withdrawals will not be processed or cancelled  until documents are not provided".
But based from your claim right now, that they sent processed the withdrawal and sent it to the address you told them to cancel. I'm curious what happened next. I think, if you are telling the truth, you can discuss more about it with their support, and possibly there is a chance for you to be refunded. Only if your reasonings will be valid for them.