That is what I would normally have done but in an email from BGAS we were asked to leave the DD in place until the account had been moved over. BGAS moved the DD to themselves as we did not have to set up a new DD with them.The moral is to cancel DDs yourself as soon as the last payment is made.
Seems they then forgot to cancel the old DD. We did a recall so hopefully the money will come back into my account. Took ages to get through to BGAS as they only use a chat system and when i joined I was 83rd in the queue!