Can I message the IRS to tell them that I am missing some w-2's?

Why are you  missing W-2's?  Employers issued W-2's in January.  What has taken you to mid-October to seek those W-2's?   Have you made every possible attempt to get copies of those documents from your employers?

You can get a wage and income tax transcript from the IRS that will show the earnings reported by the employers to the IRS.  However, it will show only federal information.  It will not show any state information, so if you are in a state with state income tax, the transcript will not help you with your state return.

You can also pay Social Security $86 for copies of your W-2's.  

Meanwhile, you are now too late to use the online software for your 2018 return, so you will need to purchase and download desktop software to a full PC or Mac.  You will not be able to e-file.  Your 2018 return will need to be printed, signed and mailed.  

If you are getting a refund, then there will  be no penalty for filing late.  If you owe tax due, then you are subject to late filing penalties and interest.

You can get a free transcript from the IRS:   

https://www.irs.gov/individuals/get-transcript

Note--there are several kinds of transcripts--you need a wage and income transcript.

To get a copy of a W-2 from Social Security https://faq.ssa.gov/en-us/Topic/article/KA-02501

https://www.irs.gov/help-resources/tools-faqs/faqs-for-individuals/frequently-asked-tax-questions-

When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s.  Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS/state received the return.