Request a copy of the CP 575 notice for the EIN (or the 'reissue' letter CP No. 147 I think?? - forgot what they call it) and go from there.  File request for prior year returns under that EIN (or get POA and online transcripts) and see what happens.

It's not an uncommon problem any more (e.g., does the corp have a valid S election filed, is my LLC really a partnership, an S corp, or something else, who made my trust a tax-exempt entity, etc.).  Thankfully (or not), Form 8832 goes a long way.