Your insurance company is confused ... if you used a paid tax pro then they would have had you sign a form 8879 to allow them to efile the return but that doesn't confirm you filed. The form 9235 is used for filing confirmation by paid tax pros.
In the TT system you get an email confirmation and there is an Electronic Postmark Report if you save a PDF with the worksheets.
See this TurboTax support FAQ for accessing prior year online tax returns - https://ttlc.intuit.com/community/prior-year-return/help/how-do-i-access-my-prior-year-return/01/270...
If you used the desktop CD/Download editions installed on your computer, the only copy of your tax data file and any PDF's will be on the computer where the return was created. TurboTax does not store online any returns completed using the desktop editions.
