my bank told me to ask for a refund which would be quicker.
It's also easier for the bank. There's nothing wrong with you having a go at sorting this out with Orange but this is really the bank's job. You should ask you bank to start their disputes process for an unauthorised transaction, to confirm in writing that this process has beeen started and to keep you informed. It's worth asking where the transaction was made from because, I suspect from the mention of "gbr", it may have been made from outside the UK. You can also tell them in writing (if applicable) that you have not and will not authorise any past or future payments to Orange.
If you wish to contact the police, you will get further if you contact your local police station and ask for an appointment to report the matter to someone dealing with fraud. You should not try to explain everything over the phone, in my view.
In the long term, you need to decide if the bank is offering you an adequate service and, if not, you should look to move your custom elsewhere. It is a fact of life that such problems do happen and the mark of a good bank is being able to recognise a problem and deal with it sensibly. If, after a couple of months, you feel that you are getting nowhere with Think Banking, you could consider going overdrawn by £616 and then stop using the account.