Paper work not on file

My minor son receives SSI. We moved to another part of town and I tried 5 times to change our address with SSI. They kept sending checks to the old address resulting in us getting checks late. Finally after months of trying, the got the right address. They sent a letter saying they needed all paperwork from a whole year ago. Check stubs, bank statements, new lease, and etc. They sent his file to another office close by. The issue is, I turned in all of the items they are asking for throughout last year to the office that was close to our old address. They made an appointment for me to come in and the worker told me that they had none of what I turned in from the last year on file. How is that possible? My son was still getting his monthly check. How was he able to get checks if they had none of the old pay stubs and other paperwork on file? She also told me that the other office is bigger so they have more files so sometimes the paper work does not make it into files. How is that my problem? I am very frustrated because I have to track down paper work from a whole year. Has this ever happened to anyone?