Someone from my bank explained how credit's onto card's work. There is essentially two ways of processing it.
1) Where they say to the bank - Hey can we have an authorisation code / ARN please, we want to send £500 back to this mastercard, and the bank says SURE heres a code, i'll watch out for the money OR the bank says NO YOU CAN'T HAVE A CODE
2) Where they don't say anything to the bank and just send the money to the card, and suddenly a few days later the card is like OH WOW I HAVE MONEY.
When you go into most shops etc if you get a refund on your card, they use action number 2, they just refund the money to your card. I've found that any casino that uses action 2 is fine, so Sky Casino, Genting Bet,Betfair (sorry if i'm not supposed to name them). But almost every casino i've used attempts to use the method 1 that I have described which most mastercards don't accept.