If you are on your parent's healthcare from the marketplace, the IRS might automatically reject your efiled return if you do not include the 1095-A. They expect those forms to be attached because their information indicates you were receiving marketplace insurance.
If they do reject your return and you absolutely cannot get the 1095-A, you can try mailing your 2021 tax return. They still will probably question why you did not include the 1095-A but if you explain to them that you make no payments and do not have access to the form, your return may eventually be accepted. However, this whole process will take significantly longer than if you were able to get that information.
@mistyespo
