Department of Insurance

The lastest wrinkle in our story is the mystery of the California Department of Insurance. We wrote to them several months ago, complaining about how Mega had applied our deductible. We had written to Mega, and didn't seem to be getting anywhere. The California Department of Insurance said they had no jurisdiction over Mega, and sent our complaint to the Alabama Department of Insurance. We received a response from Alabama, saying that that health insurance is federally regulated, and they had no jurisdiction in the matter.
Oddly, Mega, in their letter to us, cited our inquiry with California. The department had indeed sent them a letter, even though California stated to us they had no jurisdiction in the matter.
We later found out Mega doesn't have any office in Alabama, so why was our complaint sent there?
It's all very mysterious........