Hmmmm..tricky one actually since I've never been in this situation. A similar situation I had, where I had to verify a debit card that I no longer had but was still on my account, again they wanted a physical picture of the card but I had lost the card ages ago. So, I had to get a letter from the bank just saying that this card was no longer in use.
However yours is a lot more tricky since the card is still active and you use the associated account. So you've already explained to them that you don't have the card any more? Does your bank statement reference the card number? I know they don't usually, well at least mine don't but if they did I guess that would be proof.
If the casino don't accept the bank statement could you explain to the bank the reasons why you don't have the card and maybe they can issue you with a letter? Even a replacement card would have a different debit number so that would be no good, but I'm sure the bank can give you a letterhead to confirm the card number and that you own the card which is basically all the casino want to know.