As you had authorised your agent to receive the Marriage Allowance payment, only they will issue you a cheque.
Usually, it takes up to 3 weeks to receive refunds from HMRC into the nominated bank account. Since 3 weeks have long passed, you should do two things
Firstly confirm with HMRC when was the refund paid.
Secondly chase Wyndan Group for the payment stating that you have confirmed from HMRC that a refund has been deposited to the nominated agent account on ______ date.