There seem to be different ways that the energy companies are handling the payments, possibly depending upon whether they think that your existing direct debit will already be sufficient to meet the costs of your energy bills without needing any top-up from the government.
(There's some discussion about it here:
https://www.theanswerbank.co.uk/Business-and-Finance/Question1818906.html )
Basically, it seems that one of three things can happen:
A. If your energy supplier gets the £66 but their computer says it's not needed (because your direct debit is already sufficient to pay your bills), they'll refund the £66 to your bank account ; OR
B. If your energy supplier similarly thinks that your existing direct debit is high enough to meet your bills, they'll hang onto the £66 payments but then reduce your direct debit payments by £66 throughout the period that you're receiving government help; OR
C. If your energy supplier thinks that your direct debit isn't set high enough to cover your fuel bills on its own, they'll simply hang onto the £66 payments in order to top your direct debit payments up.
As I read it, you seem to be expecting 'B' to happen but it's likely that 'C' is actually happening instead. You need to check BOTH your energy supply account AND your bank account to see if you can make sense of it.