After you file

If you had the returns done for you then you used a third party preparer who used THEIR tax program to file the returns as required by tax laws.  They are the ones who would have sent notification the returns were filed and they are the ones you need to talk to about proof of filing ... for the feds it is a form 9325. 

 

And just because you don't owe or get a refund on the returns doesn't mean you didn't need to file a return.  Review the returns that were filed ... was there any income at all ?   Maybe stock sales on a Sch D?