I thought I had posted?
Anyway not sure why you applied for ESTA when you are not eligible. You did get an expedited appointment for a Visa interview and assume you will be issued one.
However yes they did issue visas same day but that was many years ago and I have not heard of that happening any time recently.
Cancellation and Curtailment Insurance? I would be very surprised of you had a claim, certainly not normal but I seem to remember there is cover you can buy for cancelling for any reason?, not available in my time and I assume most people do not. Got to be expensive.