"Were told we had to roll into a traditional IRA first and then that was rolled into a Roth IRA"
You were told wrong. The distribution from the traditional account in your 401(k) is permitted to be rolled directly to either a traditional or Roth IRA.
You need to make sure that the Form 1099-R issued by the 401(k) plan reflects which of these you did. If the amount in box 2a is zero and any amount in box 5 is less than the amount in box 1, then the Form 1099-R correctly reflects a rollover to a traditional IRA. If the amount in box 2a is nonzero and equal to the difference between the amount in box 1 and any amount in box 5, the Form 1099-R is reporting a rollover directly to a Roth IRA and is incorrect with respect to the rollover having been deposited into a traditional IRA first.
