If I am only on SSI and SSDI, and did not work at all in 2021, do I still get a W2?

No.   W-2's come from employers.  If you did not work then no one is going to send you a W-2.   If you receive Social Security you will get a SSA1099.   There are no forms sent for SSI, which is different from Social Security.

Who has to file?

http://www.irs.gov/uac/Do-I-Need-to-File-a-Tax-Return%3F

Hello,

No, you will not get a W-2, you should have received a specific form from Social Security , a SSA-1099.  It comes as one sheet of paper that you have to unfold to open and read.  It looks like the annual "Your New Benefit Amount" notice but has the words "FORM SSA-1099" at the top. I am not sure if you will get one or two different SSA-1099s. 

I hope this helps.