Update: it appears airmoney has been acquired by fairfx.
AirMoney seems to deliver money either through the Doddle service, or the Royal Mail. You are given a tracking number for either, so the transfer of money is nothing to worry about. You can contact Doddle if you find that they never send a package or they give you a false tracking number.
In regards to claiming compensation if you do get shafted, AirMoney is owned by CityForex Limited, who are registered with the FCA (#524412). You can complain here.
Finally, in AirMoney's T&C's, Section 5.1.5, they state that "If there is a Shortage in any Package the Client must notify Airmoney within 48 hours after receipt of the Package. In the event that the Client notifies Airmoney of a Shortage in accordance with Clause 5.1.6, Airmoney may review its CCTV footage of the Package being packaged for delivery." You can contact then via the details noted in Section 11.11.
If you would like my opinion of a good travel money option, Revolut saves you a lot of time - you can load money in your home currency, and withdraw in a number of currencies. Money is exchanged at interbank rates.
Alternatively, a number of other prepaid choices exist for UK customers: WeSwap, FairFX, Caxton, ICE, MoneyCorp, Travelex, EVEN, and AA. They all offer differing transaction fees, withdrawal fees etc. You can find out information about them by searching "Compare multi currency prepaid cards", and following the link from MoneySupermarket. Hope this helps!