What to do when paper is under review in two journals, because first journal did not act on request to withdraw?
Contact the editor for Journal A immediately, sending a copy of the withdrawal request you sent previously, and ask them to complete the withdrawal because you have submitted it elsewhere after the original withdrawal. Be polite.
I would at the same time check whether there is any way to withdraw the paper through the online submission system, and do that as well. Your email may have been missed.
It might be worth giving Journal B a heads-up, too. I don't think you've done anything wrong here except perhaps for not following up with the withdrawal when you didn't get a response, and therefore making the situation clear is best for you.