Can I efile if I am retired military and don't have a 1095A?

You should be able to efile.   You don't need a 1095A.  That is for MarketPlace insurance.  Did you have ObamaCare or ACA ins?  You probably have Tri-Care?  Say no for 1095A.  

If you are retired military you would not be receiving a Form1095-A for health insurance.  You should be receiving either a Form 1095-B or 1095-C which are not entered on a tax return.