After you file

A 2019 return won't be prepared until next year.  So please clarify the years.

By haven't received "tax returns", did you actually mean you haven't received tax refunds?   Or are you asking about a copy of the paperwork?

 

If you haven't received tax refunds you were expecting, have you checked on them before?   Were these returns filed timely each year, or were they filed more recently?

 

How were the returns prepared--in desktop TurboTax (CD/download) or Online TurboTax (web version).

 

If you used Online TurboTax, log into your Online account.  At the Tax Home go to the section "Your Tax Returns & Documents."   Expand that section and choose each tax year in question. 

What do you see for "return status" for each of the years?