You've received an incorrect 1095.
I believe if you receive an incorrect 1095, the recommended course of action is to contact the issuer of the 1095 (your state ACA marketplace people) and get them to issue you a corrected 1095.
If they've already issued you one and they shouldn't have at all, well, that's a weird one, but they still should know how to correct it.
Once they've corrected it the IRS won't need you to submit the form 8962. You may have to write them a letter to that effect to respond to the IRS request.
(If you had received ACA premium tax credits, you'd receive a 1095 and file a form 8962 with your tax return. You don't file any 1095s with your tax return.)
Thanks for your response secondcor521!!
After I posted here, I called the marketplace hotline and was amazed that somebody answered.
The guy said we were "auto enrolled" and he cannot change the 1095, but after some probing , said we could file an appeal.
We filled in 8962, based on current 1095 and wrote a letter to explain what happened, just so we don't miss the response deadline given by the IRS.
I will send that registered mail on Monday and then we'll wait and see what happens.
But from what it looks like the insurance pocketed the subsidy and will get away with it without having to provide services.
Wondering to how many cases that has happened that noone caught.
I am especially surprised because we got about a gazillion emails saying we'd lose coverage if we don't log into marketplace right now and enroll.
And then bam, they "auto enroll" us? Weird, weird, weird!