What should I do if I want to withdraw my paper from a journal but they ignore my request?
One possibility to put this to an end would be to submit to another journal by an e-mail where you would explain the situation (the paper has been submitted elsewhere, you withdrew it when you realized it was not handled properly, and you got no acknowledgment of this withdrawal), and with a CC to the editor-in-chief of the first journal. That way, the editors of the new journal would know for certain that you withdrew before submitting again, and you would be covered from possible accusations by the first journal. However this corners the first journal in a difficult situation, so it might make them react violently; I would warn them before hand, and only use this as a last recourse.

You can also try to get advice and help from a senior in your field, who will know the editors and might help smooth things out.

A third possibility would be to contact a relevant committee in an academic society (EMS has an ethics committee that could be contacted about a publication in a math journal for example).