Day Trading Tax Treatment — missing 1099 from defunct exchange

Has anyone dealt with something like this? I'm not sure what my options are.

missing 1099 from defunct exchange. I've been dealing with this for about 9 weeks now and the situation isn't improving.

I have already done some research online but the other party is not cooperating.

Am I overthinking this or is this a real legal issue worth pursuing?

NAL, but from what I've read, you should check your state's specific laws. That said, definitely get a lawyer to look at the specifics.

This happened to me too. Have you tried filing a complaint with the relevant agency? In my case they investigated and it got resolved without needing a lawyer.