I'm a bit late with this but yes, your landlord had to send you the Prescribed Information about your deposit.
If they did protect your deposit, then don't delay in contacting that deposit scheme to request the full return of your deposit. Did the landlord provide you with an inventory when you moved in and was it signed by both parties?
If you need to take the landlord to court because they didn't protect your deposit (it's a crazy law when the victim has to take the person to court for breaking the law, instead of the police doing this) you may already have free legal insurance and not know it.
On your house contents insurance, see if you bought the optional extra of Legal Cover, sometimes called Family Cover. If you did, read the exclusions of that legal cover and see if it excludes action against a landlord, or defending against a landlord. If your insurers used a quality legal insurers, then you should be ok.
If you find you are covered, then phone your insurancers and ask for a claim form for legal cover. You will only be covered for legal fees from when they agree to take your case. The amount you will be asked to contribute will also shown on your poilicy and will range from £0 to the amount you have agreed to pay in the event of a claim.