The IRS wants proof we filed our 2021 taxes. What can I provide them that will suffice?

Proof you filed the return or that you paid a tax due?  Seems early to be asking about your tax return.  What all did the letter say?

seems weird since the 2021 return on extension is not due until 10/15/2022. even without an extension, it's early for the IRS to be inquiring. are you sure it's not for the 2020 return that would have been filed in 2021? 

Are you sure it's really the IRS that's asking? How did they contact you - by phone? email? a letter in the mail? Did you have any previous correspondence with the IRS about your 2021 federal tax return? Did you initiate any contact with them?