How Do I Go About Greeting The Critical Care Money Owed To My Family After It Was Sent To Someone Else? (new Mexico)

Location: Texas and New Mexico.

Srry this is long but there's a lot of events. And I meant "getting" in the title ????

I was living in New Mexico a couple months ago. I'm the executor of the estate and me and my sister's are all the beneficiaries. My dad had heart failure, kidney issue, and just all manner of health issues. I moved down in September of 2024 from Utah to help take care of him. In March of 2025 he unfortunately passed away. We filed all the paperwork and recieved his life insurance and were the told about the critical care we were entitled to as well. In June 2025, we finally got all the information we needed and filed for it.

After my dad's memorial, I had 2 months to move out because his house was not suitable for someone to live in. I moved in May and changed the address for the whole family--me and my dad. I stayed in the city for 6 months to make sure any other mail came for him. We were great friends with his neighbors so they were kind enough to get our mail and notify me of any that came. After my job was threatened with lay offs I decided I needed to move again. All the paperwork had been filed and I had people who were able to grab any mail I would miss due to this very quick move. I changed my address again and then had to move out of state.

Here's my issue:

Due to moving and getting settled, we sort of procrastinated to call the critical care people. We just thought it took a couple months to process. My mom needed me to call because I was the executor and they're divorced so she's not entitled to do anything. BTW she's helping and is completely good in all this. I'm trying to get her as someone who can talk to people as well like a cosigner or something.

She was the one who set up my dad's benefits when they were together and my dad doesn't change stuff. We got his life insurance money earlier with our mom's name on it earlier and she dispersed to all 3 of us. We just needed the critical care for us and to lo with the last of his medical bills. But all of a sudden when I called them, which is Allstate, I get this conversation:

Me: "I'm calling to get an update on the critical care claim for my dad we filed"

Agent: "sure and it says u filed it in June (the date) yes?"

Me: "yes that's correct" (I have the receipt in front of me as we're on the phone.)

Agent: "OK let me look it up"

She pauses and then asks to go on a hold for a couple minutes.

Agent: "Looks like the check was sent to a different address."

Me: "Excuse me?"

Agent: "can I put you on hold for another 3 minutes?"

She sounded extremely nervous like u KNOW something is wrong. When she comes back she basically tells me that the check was sent to someone else and to a different address as a lump sum and was cashed. I was shocked cause I received nothing. I gave me and my sister's name, my mom's name when they were married cause nothing has changed in his insurance since she set it up for him (he had bad memory), and all she could say was:

"I can't tell you that."

I ask where did it go, can't u tell me who it is, I'm one of his kids his next of kin. Are u able to give me any information cause I'm the executor of the estate and she constantly said:

"I can't tell you that."

I get so pissed I hang up without saying anything, now realizing I should've got her name but I saw red and was so stressed. We filed for it. His information has not been changed for years so who the HECK did this go to? Especially when I constantly changed his address to go with me everywhere?

Can someone please tell me what to do? I want to press legal action cause it does belong to us, but we never received it. And it was cashed and sent as a lump sum! What do I do??