Generally, you will be able to offset a capital loss from your investment against capital gains in the year in which you receive your final distribution or later year returns. The capital loss is calculated by subtracting the amounts of interim and final payments received on winding up of the schemes from the money you invested.
Any amounts previously reported as income by the scheme operator but not paid to you should not have been declared on your tax returns. Where time limits permit, you will need to correct those past year tax returns.