You’re out the $650. It states that very clearly on the EV application that the application fee is absolutely non-refundable.  you only get one bite at the Apple for the $650 application fee.
Same thing when I tried. They wanted a certified copy of my passport. The certification must be done at the US Embassy either in Bangkok or Chiang Mai trying to get an appointment in Bangkok was weeks away so my wife and I took a train ride up to Chiang Mai and got it done in one week. You have to make an appointment for a notary.  I know you mentioned a certification letter is what they were saying at the bank, but you may want to clarify and make sure is it a letter or a certified passport from the embassy there may have been miscommunication from the people at the bank.
Good luck just be patient. you will receive a list on the embassy website that will list every item that you are required to bring to the interview. Make sure you have a binder with an index page that correspond with the index tab so if they want to look at a particular item all they have to do is for example: if they want to see the free to marry certificate and it is number eight item on your index page, your binder tab should have a number eight, then all they have to do is open the binder to index tab number eight and there will be your free to marry certificate. I hope this helps a little. I did it on my own and it worked for me.
You will need all of those documents when you get to the states and you apply for your wife’s adjustment of status with USCIS for her to get a green card so try to keep as many originals as they’ll let you keep but make several copies of each document for your own records .