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Please help! Capital one wants old info I don't have!

Trying to claim for PPI missold by Capital One as self employed 10 years ago but I do not have any accounts info or proof I was self employed the year I applied. I ticked that I was self employed on the application form originally which they have sent me a copy. I can not get proof from the Tax office as records do not go back this far. Capital One say they will close my PPI request if I can not show proof. I do have proof for all the years after which I have still been paying the PPI just not the year in question. Do I give up? Any advice much appreciated, I am new to all this. Thanks :)

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