Sorry, please could you clarify that. I'm not clear of the relevance of changing jobs. Payments are normally paid from your bank account not from your employer- or were you paying by direct deduction from salary because you worked for the insurer?
Did the bank make a mistake or did the insurance company make a mistake and fail to collect the premium? In either case you�d probably still be covered.
On the other hand, did the insurer ever warn you that payments hadn�t been made? If so, you may be in a more difficult position