Yes, and these are separate things, which is where people get caught out:
Cancel a Direct Debit → through your bank. This doesn't cancel the service, the contract or anything you already owe.
Cancel a service → contact that provider directly.
Stop Bill acting for you → email [email protected] and Bill will withdraw your authority.
Changed your mind about your new energy contract → you've got 14 days to cancel with your new provider, and that right doesn't end the moment your new supply starts. If you asked for your supply to start inside those 14 days, you may still have to pay for the energy you've used.