W-2's come from employers - nowhere else except the Social Security Administration if the employer even filed the W-2 or a wage transcript from the IRS that only contains some of the W-2 information and no state information.
You can get a free "Wage and Income" transcript form the IRS but that is is not a copy of the W-2 and contains no state information.
https://www.irs.gov/individuals/get-transcript
You can get an exact copy of the W-2 from the Social Security Administration for $81 per copy.
https://faq.ssa.gov/en-us/Topic/article/KA-02501
How you tried to get a transcript from the IRS?
Go to Get Transcript. If you can make the request online, please do so, and ask for the transcript to be delivered online.
I asked for a transcript on March 24, 2020 to be mailed to me, and I received it on June 6, 2020, so IRS paper processing is very slow.
You want a Wage and Income Transcript for the year ending 12/31/2019 - this will have your W-2 information (assuming your employer sent a copy to the IRS, as they are required to do).