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Tell them there's loads of damage, everything will need repainting, etc If they didn't go through the proper party wall route then the onus is on them to prove that they didn't cause the damage (difficult to do retrospectively) rather than you prove that they did do the damage.
Aside from that, I don't think there is much other than seeking an injunction to get them to stop doing the work.
I have a neighbour who has, much to my annoyance, disregarded all of this party wall stuff (no notice, plenty of taking the piss) as well as comprehensively ignored submitted/approved plans for anything near the boundary ‘because this works better’. It’s all permitted development so council planning don’t give a shit, do I have any recourse? Their rear extension has currently stalled because planning was denied (lol), but the foundations have already been dug along the boundary taking a fair chunk of our fence with it. Their loft and associated steels have annoyingly been finished, with the dormer on the party wall (but not building it up) instead of the ~foot in that was approved, blocking anything of equal width that we might want to do. Sigh.