HELP!! Im in a mess and don't know what to do...

I applied for a tourist visa by post to thai embassy in London. Royal mail lost my letter so I immediately got a new passport, after my passport was cancelled and my new one came royal mail called saying they found it weeks later and sent it to the embassy.

I've just received my visa but in my now cancelled passport. How do I go about getting this visa in my new passport or do I have to completely reapply? Money's tight so don't want to waste the £35 I paid to get the visa... I called the embassy but no help, I emailed but they are rubbish at replying. I'm leaving in a few weeks so need a solution quick!

Can I send both passports and them transfer the visa to my new passport and then destroy my cancelled one??

Thanks!