Can Cigna deny my claim even after approving the same one a year ago?

My issue with CIGNA is that they denied me my short term disability claim. I am a county employee and CIGNA handles all our disability, fmla, we do not pay into CA state disability. A year ago I broke my ankle while at work and was denied workman’s comp by my employer stating it was a non occupational injury and would not accept the workman’s comp claim, I was to see my own medical dr. etc.. At that time I filed a disability claim with CIGNA who at first questioned why I was not under a workman’s comp claim, I explained to them about the denial, the claim manager had me fax over my documents showing the denial and they approved my short term disability. After returning to work, I continued to have issues with my ankle. In short, I had an MRI, I still have some damage and ligament issues that most likely will need surgery, I recently obtained an attorney to overturn the workman’s comp denial. I recently have been taken off work by my doctor because I can’t walk without pain. I filed a short term disability claim, and they are have denied it because it a was a work injury, first blaming it on a policy of my employers. But at this point I am not entitled to any workman’s comp benefits nor know if I will be in the future, I have filed an appeal, but they have basically told me that they will not approve my claim even after approving it when I first broke my ankle. Can they do this?