Where/How to Sue Bank/Building Society

I recently moved from Scotland to Germany for university studies. In moving, I had ordered a corporate cheque written to myself for £18,000 (all the money I've got) by Nationwide Building Society to pay into a German bank account which I would open within a few months, and closed the account in the UK.

After having paying in the cheque to a German bank account on the 7th of September, I never received the money. After phoning several times, I learned that the cheque had been stopped and a wire in Euros had been sent on the 1st of October. It has not arrived. Although they have in fact been trying to help me, they have told me that they are "tracing" the wire-- over a week ago. They cannot tell me when they will find my money. The people at the branch say it's out of their hands.

I have complained in writing to the branch from where the cheque was drawn. However, if the manager does not/cannot help me, I must then complain to the head office in England, correct? As per regulations, they will then have 60 days to answer that complaint.

The problem (besides me being soon insolvent due to this) is that I need to have these funds available in a German bank account before 13 January 2010 or my (provisional) residence permit is revoked. If I complain to the head office, if they do not fix the problem and I can then move on to the Financial Ombudsman Service, I will already be in the process of being deported.

Am I able to pursue them in court before disaster strikes, and before I exhaust all the internal complaint procedures (as they take too long)? Where could I do this?-- The branch is in Scotland and the company is registered in England, yet I live in Germany (I also have no money to go back to the UK anyway). I also don't think many lawyers will be jumping at the opportunity to take this case.