I doubt you have set up your brokerage account properly. You should have received 1042-S, not 1099-DIV. On 1042-S, there's no foreign tax paid box, and dividends from US corporations (taxable by the US government) are shown. It does not matter if you have filed W8BEN or not; if the broker didn't receive W8BEN from you and the broker knew you are not a US person, you should have been withheld at 30% rate, NOT zero. (See W8 instructions "presumption rules") Submitting W8BEN helps set withholding rate to a correct rate and saves you from asking IRS for a refund.
If I were you, I would contact the broker immediately to correct your status on file.
For the foreign tax paid question, that's likely a question for your home country/state, because the US generally doesn't tax non-residents on those income. (More accurately, the US doesn't tax dividends that are not "U.S. source income". See IRS Pub 519 "Dividends" section .)
Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or tax advice.
