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Hopefully some of these links from SSA can help you.
Sounds like you need to write to them directly - SSA - International Operations One of these links gives the address for contact on matters such as this.
Personally, I would send any correspondence the most secure and fastest route, if calling is not an option. I would also make sure that you include as much specific detail on the matter as possible initially - hope you kept those check numbers that were suppose to be reissued as direct deposit - details would speed things up at least hopefully.
SSA.gov - Social Security Benefits US Citizen Outside the US
SSA.gov - Service Around the world -'Office of Earnings and International Operations
That's all I've got - Good Luck.
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