When I check the tracking at the IRS, it says that we sent you a check because we can't do direct deposit, but I haven't received anything yet and it's been 4 months.

The IRS mails the federal tax refund check to the address entered on the tax return.

Go to this IRS website for information on reporting a lost refund check - https://www.irs.gov/faqs/irs-procedures/refund-inquiries/refund-inquiries-0

To contact the IRS from a foreign location, go to this IRS website for information - https://www.irs.gov/help/contact-my-local-office-internationally