Health insurance says one thing, does another?

I'm in a bit of a bind and I'm not sure what else to do. My pcp sent me to get an asthma test done at the hospital. He told me to only get it done if my insurance would cover it. I called my insurance company, told them the type of test, why it was being done and where it would be done. They said it would be covered by my policy. To make sure I was getting the right info, I called right back and spoke to a second agent. They also told me the test would be covered. Well, I went for the test and two months later, guess what. I got a $2200 bill because the insurance wouldn't cover the test. I appealed my insurance company's decision, explained that I called beforehand (which they have record of), but my appeal was just denied simply because "they don't cover it." I can file a second appeal, but I'm not sure how much luck I'll have. Are there any other steps I should take? It doesn't seem right... or legal... that an insurance company can say they'll cover something and then not do it.