Miss sold Mppi by independent financial advisor

Direct Mortgage Answers Ltd are no longer authorised according to the FCA register. They dont appear to have been IFAs either. It looks like they were mortgage brokers. They ceased on 10th August 2008.

He set up our mortgage and told us we needed mortgage protection insurance so he set up one with Payment Shield who is underwritten by Aviva.

underwriter is irrelevent.
Paymentshield just tells us the provider and they are a good quality provider.

My husband has always been self employed so the PPI unemployment was useless to us.

What makes you think that?
Paymentshield cover the self employed. Its a very good type of MPPI and well regarded.

My question is who do I contact about reclaiming Ppi, the company who organised it or Aviva who took our money each month????

Aviva have nothing to do with it.
Paymentshield have nothing to do with it.
The mortgage broker is no longer trading and you cant complain to them.
However, they were a network member at different times.
If you bought it before 14th January 2005 - you give up as its pre regulation
If you bought it after 14th January 2005 and 26th November 2007, you would have complained to Network Data but they no longer exist. So, you could complain to the FSCS instead
If you bought it between 23/10/2007 and 10/08/2008 you complain to Intrinsic Mortgage Planning Ltd.

Mortgage brokers account for under 1% of PPi complaints and the vast majority are rejected. Your complaint reason is not applicable. So, there doesnt appear to be much to complain about.

And for reference. Page 7 of the Paymentshield MPPI eligibility criteria:

Self-Employed
If you have chosen Unemployment cover we will consider you to be self-employed if you meet one of the following criteria
you are carrying on a business in the UK either
alone or as a partner in a partnership; or
you can control the affairs of a company you work
for because either you or a relative or a member
of your household individually or jointly hold the
majority of the voting rights in that company; or
you can otherwise ensure that the company
you work for conducts its affairs according
to your wishes.
If you are self-employed you will need to
provide the following to be entitled to claim
for unemployment benefit:
satisfactory proof that you have involuntarily and
permanently ceased trading because you could not
find enough work to meet all your reasonable
business and living expenses and have declared
this to HM Revenue & Customs; and
satisfactory proof that you are registered as
unemployed with the Department for Work
and Pensions.