If you did the project using CGT´s project system, it is protected by the fact that they use escrow - so the client has paid the amount you agreed on up front.
The fact that they cancelled the project (not even sure how you can do that), shouldn't mean anything when it comes to you getting paid, as the money has already been paid to CGT. So CGT support will likely help you get your money.
As for the files you sent: this is very common as it's the only way for the client to check the files and approve them before closing the project.
As someone who has done many projects as a client, I don't think I have ever done a project without getting the final files before approving the project, as it's the only way to make sure that the files actually work and meet criteria.
Hope this helps.