Q. Was I supposed to get a 1099-Q form?
A. Yes. As you concluded, you did not have a "transfer"/rollover, you had a distribution.
Q. How would I identify/report that the money came from an ESA?
A. Even if you are unable to et a 1099-Q from Vanguard, you should enter the distribution at the 1099-Q screen to get TurboTax to do it right (tax and penalty).
Q. On the consolidated 1099 form for my brokerage account, it does show the money from the ESA in there, but the cost basis is the amount that was transferred?
A. You're going to need to figure out the cost basis and "earnings" amount. The TurboTax interview does help, but you still have to come up with the inputs. Note: unlike the more modern 529 Plans, the ESA administrator was not required to track your cost basis/earnings (gain).
