Not getting a document   (   ".....unemployment that I never got a tax document to claim....")

     does not mean you were not required to enter the unemployment compensation on your tax return.  Many states expect you to get it yourself from their unemployment website.

You can amend your return to include the 1099G:

See this TurboTax support FAQ for amending a tax return - https://ttlc.intuit.com/turbotax-support/en-us/help-article/tax-return/amend-change-correct-return-a...

Or....if you amend and find out that you owe the amount the IRS has already told you to pay, then just "pay up" as another Champ has already suggested.

Unemployment compensation is taxable on your federal return. 

You will have to enter a 1099G that is issued by your state.

Some states will mail out the 1099G.  Or you might need to go to your state’s unemployment website and use the password, etc. that you have been using to certify for weekly benefits to get your 1099G from the state’s site.

Enter your 1099G in Federal>Wages & Income>Unemployment

Go through the screens very carefully, making sure  to enter any federal/state tax you had withheld from the unemployment.

https://ttlc.intuit.com/community/entering-importing/help/where-do-i-report-a-1099-g-for-unemploymen...