Prepare an affidavit (sworn statement) in which you declare that you have never received the cheque or the proceeds thereof. Remember to mention in your statement all the details about your payment and who you spoke to including their names and the dates of conversations or correspondence. Sign the statement before a Commissioner of Oaths (a Police Station is a good place and the service is free) and then send the original statement to the Provincial Treasury for investigation (remember to keep a copy for your records). Remember that all facts will be investigated and if any falsehood is found in an affidavit you can be charged with perjury.
There is a toll-free number that you can call - 0800 31 32 33 - and an operator will listen to your story and take notes. He/she will not ask who you are or where you are calling from. There is no "tracing" equipment to trace your call. You will be given a reference number unique to your call that you can use to follow up once the matter has been investigated.