Since I've spent this evening telling my story in forums and on their Facebook page I managed to get a response. Go public is the key! They explained that my email messages were miss catagorised which is why they were missed. That is hard to believe to be honest since I was discussing the cancelation back and forward. Also if this were true, and they didn't get my e-mail confirming cancellation, they would have shipped the item. So they must have got one of my messages, but didn't refund. So I got the refund tonight.
They said it wasn't possible to cancel my other order so I'll need to let that rock and hope for the best. If they can mis catogorise 4 emails into a category that apparently no one reads (why would you have such a category) then they become a company I have no confidence in dealing with. I also sent my emails to two different email addresses, one which they had already replied from and the one on their website. They missed them all.