You would only receive a 1095A if you enrolled in a qualified health plan through the Health Insurance Marketplace. Your Mass 1099 HC is your proof of health insurance for Oct, Nov and Dec.
Form 8962 is required when you had health insurance through the Marketplace and you took the Advance Premium Tax Credit to lower your monthly premium.
You need to respond to the IRS and explain that you did not enroll in a health plan through the Marketplace in 2018 and therefore do not have Forms 1095A and 8962.
You should send them a copy of your Mass 1099 HC and also a copy of the foreign insurance details. Maybe the foreign insurance will comply with the required healthcare guidelines.