Your initial question about what to do because you did not have a Form 1095-A was answered.
If you do not have a Form 1095-A, then indicate that you did not receive one and keep going with your return.
If you do not have a Form 1095-A, but you should have one, then you will need to get a replacement form from healthcare.gov or through the marketplace in your state where you purchased your health insurance.
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