YES

Any suggestions?

He needs to get a corrected/completed W2.

Look harder.  Since IRS does not require standardized forms, employers can get very creative about where they put such information. 

Or did the client bring you just one W-2, after helpfully detaching it at a perforation that didn't match up to the printed edge of the form?  Sometimes that happens.  

Did you contact that employer or look up their annual filing? Even though they don't file tax returns, they file AFR (Annual Financial Reports) or CAFR (Consolidated AFR). These are available to the public. Their info should be on their filing.

my client works for SBA, they issued him w-2 with blank federal id . I though perhaps Federal government do not have EIN like business? was not sure? Cannot file electronically because it gives me an error message?

"I though perhaps Federal government do not have EIN like business?"

If there is Fed withholding, there was reporting which required FEIN. The client should be able to chase down the info.