Before you cancel your Geico insurance you must ensure that you have cancelled your plates at the DMV and then call the insurance after you have done this. The telephone conversations are recorded so that would solve the issue of proof.
Many have asked if it is possible to mail the plates in but if you go to the DMV you will note that the line for plate cancellations are normally very short. There are penalties if you cancel your insurance before you hand the plates in at the DMV so be careful. Get the receipt once the plates have been handed over then cancel and that is the end of the issue.
If you wish to do it online then see the entry here.