Sorry to hear you too have been a victim, all I got by way of investigation was a phone call from a PCSO a week later - sign of the times I guess, the club have told me that I should have used the lockers at reception for any valuables hence they deny any liability. I have fortunately had the watch replaced on the insurance although I still had to pay £500 excess, I know my premium will go up as I previously had over 10 years no claims discount so all in all a rather sad state of affairs, from now on I don't leave anything at all of value in the lockers.