Since this is the IRS rejecting you, if the Marketplace does not have any record of you having insurance, you could contact the IRS at 800-829-1040 to see if they can tell you why they believe you had insurance through the Marketplace.
If they cannot tell you why, then some people are having success by filling out the 1095-A section with 0's entered for the Marketplace Identifier and Policy number and with $1 for the month of January in column A. Leave everything else on the form blank. This will give the IRS the form their system is believing it needs and rejecting you for, but will not have any actual affect on the numbers on your return.
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