Thanks all. Apparently I cannot go to the Insurance Ombudsmen because this is a maintenance agreement according to HES.
The contract was only renewed a couple of months back - now they want £86 for me to cancel.
I know British Gas for all the bad press they get, they did and would cover this. They may be slightly more expensive but at least they do what you think they will do.
I will speak to my household insurance solicitor as I bought the product in good faith and believe I may have a case for mis-selling... Also sent to Consumer Advice and asked them. But Saltytom I think your advice will mean they got me