Calling the bank is never any help, they can't see what the status is before the money is in their hand. The money will bounce back - as i said it can take up to a month however.
The casino never received the funds, and the provider they are using are just confirming its bouncing back - so they were kind enough to ask you if you got it received so they can keep track of the case and close it as soon as you confirm. They will make an effort to contact the payment provider, but that also takes time to get just an update.
Patience my friend, patience...