" I asked them if it was even possible to directly rollover a traditional 401K to a Roth IRA without going through a traditional IRA account first?"
Yes, ever since a combination of law changes in 2008 and 2010, any regular distribution from a traditional 401(k) account is permitted to be deposited into a Roth IRA by taxable rollover and does not affect the status of your Roth IRA. If done by direct rollover where the distribution from the 401(k) is made payable directly to the Roth IRA for your benefit, not payable to you personally, the 2019 Form 1099-R will have code G in box 7, will have the taxable amount in box 2a and the taxable amount will be added to your taxable income for 2019. If the Form 1099-R has code G in box 7 but shows the taxable amount as zero you'll need to contact the 401(k) plan to obtain a corrected Form 1099-R showing the correct taxable amount. If the deposit into the Roth IRA was instead done by 60-day rollover where the check was made payable to you personally the Form 1099-R will have code 1, 2 or 7 in box 7 and it will be up to you to specify in TurboTax the amount rolled over to the Roth IRA. Such a taxable Roth rollover is not permitted to be undone, so you are subject to whatever increase in your 2019 taxable income this produces.
I don't see why the trust company would be asking you for any Roth conversion form. A Roth conversion form would only be applicable to a distribution from a traditional IRA and the only distribution you made from a traditional IRA was the one where you converted the $5,500 originally contributed to the traditional IRA and you would have already completed the Roth conversion form for that. The only form that the trust company should have required with regard to your rollover from the 401(k) is the deposit form where you would have specified the type of account to which the rollover would be deposited; I don't see how the trust company would permit this deposit without you completing this form unless, perhaps, the check from the 401(k) was made out directly to a particular account, in this case to your Roth IRA account.
The rollover from the 401(k) in March 2019 has no bearing on your 2018 tax return.
If your Roth conversion from the traditional IRA was done in 2019, this Roth conversion should not have been reported on your 2018 tax return but is reportable on your 2019 tax return even though the nondeductible traditional IRA contribution was made for 2018.
