return rejected for missing 1095a

My Federal and State returns were rejected due to not having a 1095a form included. I have signed into the marketplace and followed all directions on how to find this form online but I do not have one. I even called and spoke with a marketplace representative who assured me that she could not see any 1095a forms on my file either. So then I thought maybe it was for another state because I had created an application via California's marketplace, so I followed directions on how to find a 1095a there after logging in and I do not have any messages or documents in reference to a 1095a there either. I am lost on what to do in order to fix my return by correcting the issue of the 1095a form that caused the IRS to reject it? Please any help will be appreciated.