My employee is trying to get a home loan. This IRS is saying they have no record of his W2 from us. I filed it. What do I, as an employer, do at this point?

The IRS has record of him and his social and also other W2's for that year, just not from us. We filed our taxes and everything is fine. His lender is saying that we need to refile his W2. Is this correct? If so, how do I do that?