If you did not receive IRS refunds, check the refund status here: https://www.irs.gov/wheres-my-refund.
If you are sure about the missing refund, you need to start a refund trace by calling and speaking to an IRS agent 800-829-1040. You could also fill out IRS form 3911. You could fax the form to the appropriate number here: https://www.irs.gov/forms-pubs/about-form-3911.
You should place an identity protection pin on your file with an agent.