Rac Acceptance theft....taking but "loosing" payments Joplin Missouri

My fiance and I went to FFO to get a living room set of couch loveseat and recliner. we were told we would have payments of approximately $150 per month for x amount of months. we paid the down payment on the spot and picked the furniture up later that week. 

The next month we made the payment split bewteen 2 cards, they accepted it, no problem. the next month my fiance went to pay they took a  double payment around $300 which was drafted from out account. later they tell us that we never made a payment and we are months behind and have turned us to collections. we have taken 2 bank statements to them indicating that the money was taken from our account but those have been mysteriously lost also. we received another call from them today stating that they have not received any payments from us since our split card payment which means they have lost all of our payment or stolen then either one. they are now threatening a law suit against us.