@Jonny Hi there and welcome to the forum.
First of all, Live Chat services may not be from the casino itself - it may be an outside resource, so they are not capable of doing many things. They told you to write to the casino's Support Team and request for closure of your account, which they did after you had written officially to them.
About a refund of your deposits, it may depend on Tsars casino discretion to give it or not. You may also file an official complaint using Askgamblers AGCCS facility to try and get a refund from the casino.