Escrow or Mortgage company responsible?

I paid a sum on closing that was written to an escrow company. Within the closing costs was a year of home owners insurance and I picked the insurance company. I closed over a month ago and now I’m getting a final notice from the insurance company saying that they are going to cancel my insurance because the haven’t received a the payment (a year’s worth that was in the closing costs). Who should I contact, the escrow company or the mortgage company that holds my loan? I have an impound account so I won’t have to deal with this. What gives? Where did my money go?

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