My homeowner insurance agent changed my policy and deductible without my signature or knowledge what can I do?

Based on the information you have given, your insurance agent acted unethically, and possibly criminally by changing your insurance without your approval. 

I presume that the change of deductible is the reason you lost $5,000, since the claim should have been honored by the new insurance company.  You indicate you had two claims, which seems odd.  If you knew your claim was denied the first time, I’m not sure what created the second claim.

You may well have a case to sue the insurance agent for his actions.  However, the original insurance company really has no responsibility.  They was advised to cancel the policy, which they did.  It is standard procedure for them to accept a cancellation request from the agent without a signed form from the insured. 

I do wonder why you did not receive an acknowledgement that the first insurance policy was cancelled.  A paper confirmation is usually sent to the policyholder.  In addition, you should have received the new policy, from the new insurance company, showing the coverage and deductible.  You should have contacted your agent at that time.   Your failure to act at that time may work against you.