Capital One Credit Card Complaint

Capital One Credit card department,

Customer service / Customer relations Colorado

I received a notice from Capitol One that they were issuing me a new card and account because - of the merchants I had dealt with had a security lapse. I have been trying to get the name of the merchant and they seem to be stonewalling me. Their chat line wo n't accept my valid input, their phone representatives ca n't seem to access the information and they refuse to email me the information, stating that a name is too sensitive. What can I do? This is -.