See page 6 of instructions for 5329 https://www.irs.gov/pub/irs-pdf/i5329.pdf

Don't report anything anywhere. No statement required.  A 5498 will be issued in 2022 to show the rollover in 2021. 

P.S. 8606 is for IRA (different animal than Roth IRA) 

Is the IRA going to be deductible in 2021? Is this the beginning of a poorly done backdoor IRA?