State tax filing

I think someone should have told me --IL different than 4 other states I have lived in...First time in 40 years of returns--I have an issue. FIRST YEAR residents, have some weird  STATE rule and didn't know about issue for 3 years!!! I need my refund(s)and somehow I supposedly need PROOF  from 4 YEARS ago,I was only in IL for 3 months.   I feel cheated from this site and IL State---IMHO