Complaint against a travel agency and claim for refund due to incomplete visa application

Hello Dear,

My wife and son's tourist visas got rejected. The sponsor (travel agency) told me it was because of security reasons. My wife never came to the UAE.

I called 800 5111, They told me the rejection reason was that the full Arabic name was missing. So the agent was lying to me, I lost my son's birthday on 24 Dec and time because of this.

They didn't want to refund me, how can I take my money back?