Does anyone know what agency or regulatory body to contact when your health insurance denies the request for supplemental insurance?

In our case, the insurance company, SWICA, simply sent a letter stating that supplemental insurance was denied. I want to know why, what their decision is based on, but more importantly I want to challenge their decision. I think they are denying the request for supplemental insurance based on wrong understanding of a pre-existing condition, certainly not one that will increase the risk of breaking a leg for example..

Thus far I found a pointer to a health insurance ombudsman, but I wanted to check if others have had experience with this, and know another / better option.

Many thanks