When you want to cancel something and it looks like they might start giving you grief, write to them via physical mail on signed-for delivery. Specify in the letter they are to respond to you by writing only.
If at all appropriate label it as a complaint or send it via the complaint department and do some quick research in advance on how to escalate the complaint outside the company. Then find a way to let them know that you know how to do this in the letter, for example by writing something like "the ombudsman states you have x weeks to respond to me before I can escalate this situation with them".
Companies cannot dictate to you that you cannot write to them. They try very hard to stop you, but it does not hold up. When you do write to them it shows you won't be fooled by their crap and they will stop messing you around. If you can't find a contract address on their website, google their head office.