If you don't have a Form 1095-A, you need to contact the IRS immediately and advise them of this.
You won't be able to complete Form 8962 without Form 1095-A. Although the IRS is asking you to provide Form 1095-A, it's likely that they have a copy in their file, and maybe be able to provide it to you.
Once you have Form 1095-A, you can start an amended return in TurboTax to create the Form 8962 that the IRS needs. Please see the TurboTax Help article "The IRS is requesting Form 8962 for 2019" for additional guidance.
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