yes demand them. Ask them WHY they cant issue a share certificate ?
They will reply most probably that the market maker hasnt got the stock to deliver. If so, tell them if the market maker hasnt got the stock to deliver then you cant see why that its your problem. Tell them if the market makers doesnt deliver the stock withing 'x' days, you will be taking legal advise and talking to the FSA. You state, you paid for those shares and expect the shares to be in your account and have the right to obtain certificates for them.