Has anyone hit by this fraud had a transaction made on their cancelled card number successfully refunded to their account?

I've had a couple of refunds due to my card over the past few weeks and none of them have been credited to my account. I called Lloyds and they said that refunds to the cancelled card would likely be bounded back to the retailer as the original card number had been completely cancelled off their system to prevent further fraud. They advised me to contact the retailers in question and give them updated card details (which surely the retailers wouldn't do under their own fraud prevention measures) and failing that initiate a charge back on the original transaction.

One of the retailers is BA and I really don't fancy having to explain this to them!