Thanks MotherofaFather. Maybe I will talk to the lady who runs it and say that this might happen again (although hopefully not too frequently as I have our daughter on her swimming lesson day by court order - contact just changes a bit around her birthday), and see if an arrangement can be made in which our daughter doesn't miss out. However, I sort of did try this, although not quite as explicitly when I gave her a heads up that my ex might not show up for the lesson, and she said if it was illness like the last few times she could refund or replace the lesson, but because it's domestic she can't do anything.
I definitely agree with taking away the power. It's the only way. That's why I mentioned CMS, as I thought if I could get the money back in some way that would be taking the power away from my ex - as she gets off on me losing money in one way or another. Of course, I would just put that money in my daughter's savings account I have for her instead. I wouldn't be taking the money away from my daughter.
She is 7. She's been swimming for a while but due to starting lessons later than a lot of her peers, and an ex who isn't interested in swimming lessons, making regular lessons impossible for a while, she's a little further behind. But she's gradually catching up since getting the court order fixed and being able to have regular lessons. I'd definitely recommend it for any child, it's a great life skill to have, and it's really built up her confidence. Plus she looks forward to it every week - she's been really upset about missing lessons lately.