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Hi duffs88 - welcome to ThePOGG.com!
Unfortunately I don't think there's anything we can do to help you in this case.
While Cozyno do not hold a UKGC license and are breaking UK law by accepting UK players, this is the responsibility of the UK government to police and ensure that unlicensed operators are not accepting UK players.
Unless there was something fundamentally unfair about the gambling transaction, we would not uphold a complaint against an operator simply on the basis of not holding the relevant license alone.
Sorry we cannot be of more help,