Now I am requesting a refund because I asked to be self excluded and they did not grant it now they claim through email that they never received such request from me when I did in fact send them a email + I contacted live chat.
sad to say that there is a high chance that you will not get a refund. the fact that they lied to you saying that they never received a request for a temporary exclusion despite having a screenshot of it(you showed them your screenshot right?) is a big indication that they most likely would not refund your money back.
I saw on one of your replies that you mentioned askgambler, have you thought of posting this case on casino.guru?