well, when I called to cancel I got that same story "you aren't in our database, I don't know why....blah blah blah"
anyway, he took down, or at least pretended to take down, my name and email and told me that somebody from "corporate" would call me back or email me with my cancellation the next day. I waited until about 2pm the next day and called them back. I told that person that I had called previously and been told that somebody would contact me and I had heard nothing and I wanted to be cancelled immediately. He typed around a little on his computer and said "ok, you are cancelled and started to hang up. I was like "no! give me a cancellation number!"
so he gave me one. Hopefully it is a meaningful number. I haven't gotten the "you are about to be charged" email so hopefully all is good.