If you did not have health insurance at all, you do not get a Form 1095-A. Why do you think you need one?
You get Form 1095-A if you had insurance from the Marketplace ("Obamacare").
Did you get a letter from the IRS (LTR 12C) asking for Form 8962? If so, that means that the IRS has information indicating that you had Marketplace insurance.
