By all accounts, the Ombudsman expects you to have "exhausted all available channels" with the financial institution before they will consider your case. This is because they are not staffed to be a first-port-of-call for complaints. Accumulate a dossier of uncooperative complaint handling by your bank (try to turn phone conversations into a "send that to me in writing, please" situation).
There is even an ombudsman overseeing how the Financial Services Ombudsman handles your case but, likewise you must be able to demonstrate, with documents, how you came to be at your wits' end with them, too.
Best of luck!