There are three main credit agencies Experian, Equfax and Call credit check.
Details of which agency was used should be provided on request, if the organisation which say you have a CCJ refuse to inform you which agency they used see if they are members of a trade body and report them.
I expect the deposit you made was a holding deposit, which probably would have been deducted from the security deposit, there is often a term that states the holding deposit can only be returned if you are unable to move in for reasons beyond your control, and having an alleged CCJ would not be accepted as outside your control.
Sort out the alleged CCJ, and then sort out your property.