Had Health Insurance all of 2024 but not through the Marketplace can I file my federal taxes without having received any 1095 form?

Yes, of course.  When it asks if you have a 1095A you need to say NO.    Do not try to enter a 1095B or a 1095C.  Those do not get entered even if you have one.

Yes. The 1095-B and 1095-C are not entered into your tax return anyway, so you can go ahead and file without them.