Issue a refund
If a person has made a payment that you need to refund you can do this via the payment gateway that was used to pay.
Refunding via GoCardless
If a person paid via Direct Debit you will need to go to your GoCardless account to refund them. As this GoCardless support article states "As a pull-based payment system, the Direct Debit network is not typically well suited to refunding payments". So while it is possible to issue a refund via GoCardless it may be easier to issue one manually via a BACS payment.
Refunding via Stripe
It is generally easier to refund a payment that was made via Credit or Debit card. This article explains how to issue refunds from your Stripe Dashboard.