Make the transfer using an agent in-store, they do all the checks in-store and it takes less than 15 minutes. If you pay online your more likely to have checks run on you and even though you may not have any malicious intentions if a check fails for whatever reason (not enough information, incorrect information) they'll just put the transaction on hold.
3.) When buying 1btc, i paid via western union, and they declined my payment. They have now refunded me but for some reason I have £6 less in my bank acc than before. Hmm....
Probably the fees, call them up and ask them why.
If you're in the UK and need to buy Bitcoin check out LocalBitcoins or Bittylicious, I've had nothing but fast and good trades on there.