Your bank most certainly can help - the Direct Debit Guarantee is very clear that "If an error is made in the payment of your Direct Debit, by the organisation

Your bank most certainly can help - the Direct Debit Guarantee is very clear that "If an error is made in the payment of your Direct Debit, by the organisation or your bank or building society, you are entitled to a full and immediate refund of the amount paid from your bank or building society" - it doesn't matter if the bank believe Sky notified you, they are the ones bound by the guarantee to refund. That doesn't stop Sky from sending you a separate bill for the service, but your bank MUST refund immediately if you ask them. Be persistant, and if they still refuse, use the secret magic words: "So is that the banks final stance on this request, or is there another level you need to escalate my complaint to before I can contact the ombudsman?"