I got E-file rejected F8962-070 but I don't have Form 1095-A

I was working outside the country, and an agent helped me buy the health and dental insurance for my family who are still in the US. I got mails from Healthcare.gov to do some applications, and the agent told me I did not need to and just ignored the mails.

Now I got a rejection from e-file, and I was requested to provide 1095-A. I logged into Healthcare.gov, and I could not find any tax forms because I did not do the application in 2023.

What shoud I do next?

Thanks.