I find it doubtful that Prudential is at fault. More likely the client mislaid them.

I would make a good guess, understating the withholding guess and prepare an extension and have the clients pay your guess with the extension. When they get their 1099's in order have them supply them so you can file a true and correct tax return. Be sure your fee includes dealing this is extra step. 

P.S. One more reason I hate annuities.