"No record of return filed" is a valid response from the IRS saying that they have no accepted tax filing for that time period.
Visit the Account Transcripts for that period to see if any further information is provided (i.e. an extension was filed).
If this message is received for a business, check that the fiscal year end is correct by clicking the word Scope in the business profile page. If the business fiscal year end is not December, the request may need to be resubmitted to the IRS. To do so, visit the instructions to "Edit and sent a new request."
If a business officer files their annual returns on Schedule C, that information will be found on the officer's individual tax returns.