The IRS is asking for my 2021, New Jersey tax return forms

The IRS is only concerned with US federal tax returns, not state tax returns.

How did you receive notice that the state tax returns were needed?  Who was the sender of the request?

The IRS wouldn't want your state tax return.  Does NJ want it?  Did you file 2021?

How to Access prior year online returns
https://ttlc.intuit.com/community/prior-year-return/help/how-do-i-access-my-prior-year-return/00/27010

If you can't get the side menus to open up to access the prior year..... You need to start entering some basic Personal Info in 2022 for the side menu to open up. Just continue a little ways into 2022. I had to go though about 12 screens.

If you used the Desktop CD/Download program then the only copy is on your computer and not saved or stored online. So you need to make and keep your own backups.