Punjab National Bank [PNB] — Regarding the transaction id

Address:	Bhopal, Madhya Pradesh, 462003
Website:	www.pnbindia.in

Sir, I have my account with PNB, Nehru nagar, Bhopal.
It happened with me twice. It happened such that, I was to get a refund from third party(in this case it was IRCTC), the 3rd party says that we have issued the refund. they provide me their transaction ID.
But I didn't receive my refund. When I contact to my bank, they say that we have got nothing to do with the transaction ID, do contact your 3rd party.

As per the fact I know that a transaction ID is generated only in the case of a successful transaction, but the bank says that in case of an unsuccessful transaction, the Transaction ID is generated as well.

Sir, In this case, I want to know that, then what is the meaning of generating a Transaction ID, if the bank has nothing to do with it.