On the screen "Did you receive Form 1095-A for your health insurance plan?" there should be a Yes and a No option. You need to click on the No if you did not have marketplace insurance and did not receive a 1095-A. Then click Continue and on the next screen click Continue. This will take you back to the Deductions and Credits screen.
Also, if the 1095-A or the 8962 are not included in your documents, then you do not have them in your return.
Have you tried a review to see if the 1095-A question still comes up as an issue?
