You keep them with your records. You do not mail them to the IRS.
As stated on the back of the W-2 -
Keep Copy C of Form W-2 for at least 3 years after the due date for filing your income tax return. However, to help protect your social security benefits, keep Copy C until you begin receiving social security benefits, just in case there is a question about your work record and/or earnings in a particular year.
social security periodically sends out earnings statements showing social security compensation from the day you were born. I only keep my W-2's until I receive such a report and check that the numbers are accurate. the only items that will be reported are social security wages (not gross wages or medicare wages) and self-employment income subject to social security taxes. by the way, social security has copies of the actual w-2's that go back for some people to the 1970's
as to why rejection - there may be a form in the return that has not been approved by the IRS for 2019.
it could be something else like a bad prior year AGI. if you post the reject code maybe we could help