Non existent credit card

We had an American Express credit card from BDO that we cancelled. This is ok. However BDO claims we also have a shopmore credit card that we never heard of, never ordered, never received. Apparently it was delivered to our "maid", a name we never heard of. They ask us to cancel this card and we are not going to cancel a card we never ordered in the first place. We asked BDO to provide proof that we ordered this card and they never answered this mail even after many follow up. What shall we do? What if the person to whom it was wrongly delivered to starts to use this card in our name? Should we call on a lawyer to write them a warning/disclaimer letter? Can we claim damage for falsely attributing this credit card to us?