Deposit Problems?

Here's a conundrum. Tenant entered into a 6 month AST for a furnished flat, I took 1 month's rent in advance and the deposit which equated to 1 month's rent plus £100. 4 days later I protected the deposit with DepositGuard, printed off the prescribed information, leaflets etc ready to give the tenant and have the receipt signed.

However, the tenant then informed me 6 days after the tenancy commencement, that he did not want to go ahead with the tenancy - I informed him that according the the AST he was bound to pay rent etc for the fixed term unless I found another suitable (to me) tenant. He did not return the keys (so tenancy continued...). He then returned the keys after a total of 26 days from the tenancy commencement.

My problems are:

1. There does not seem to be a simple way to un-protect a deposit (member.relations@tds.gb.co.uk seems to be the only method of communication - am I missing something?)

2. Am I going to face trouble because I couldn't get the tenant to sign for the prescribed information etc?

3. Do I keep his deposit in lieu of notice as per my AST and Deposit Agreement?

Has anyone else experienced a similar situation?

Cheers