How can Apple blacklist my stolen iphone if I bought it from Apple Store?

Hi, I am in trouble. Please help. I need a proof of blacklisting for the insurance as my iphone was stolen recently. I bought my iphone at the Apple Store on Regent Street in London last year. And I have a SIM only monthly contract with my network provider Vodafone. Because I did not get my device from Vodafone, they are not able to black list my device. Vodafone sent a proof document that my SIM was barred and the document include the IMEI number of my stolen iphone and the mobile number.

My insurance company requires the proof of blacklisting.

My iphone is 'Lost Mode' in find my iphone, however I need a official document that Apple blacklist my stolen device.

I emailed Apple Regent Street Store, but they replied as follows;

Thank you for your email. 

The only document we can provide you with is the receipt at the time of purchase, and those details can not be amended after purchase. We do not black list phones in store, if your phone gets stolen, you would mark it as lost in the ‘ find my’ website. We would not be able to write a document for this. 

We do not include addresses or the IMEI on the receipt, however it states all there required information. 

The insureance company says if I bought my phone from Apple store Apple should black list my iphone.

I am stuck in this situation.

Because my stolen iphone was still not blacklisted, the thief can sell it without problem.

If anyone have similar experiences (a phone stolen and the phone was purchased from Apple Store, not the network carrier), please advice what to do and how to blacklist.

thank you.