Do I have any legal rights or steps I should take to either pursue the missing funds or get my $8000.00 back?

In May of 2009, I signed on to a modification with my mortgage company. In August of 2010, I received notice from them that the modification was cancelled due to payments not being made since September 2009. I have copies of all the cancelled checks for payments that were made every month for 10 months after they say the last payment was made (totalling almost $8000.00). They also stopped reporting payments to the credit company as of September 2009 and the last escrow statement I received also shows the last payment being made in 2009. They house went into foreclosure. I attended trial April 25, 2013. I had the opportunity to explain this to the judge. She ordered a stay for 5 months and instructed the lawyer for the mortgage company that this should give him plenty of time to find the missing payments and hopefully work something out with me to be able to keep my home. This is the third payment search conducted since the mortgage has been assumed by two other companies. They can find nothing on the payments and are now requesting more information from me such as dates and copies of the checks (copies of the checks were taken during my mediation in March 2012). I am not comfortable giving them anything due to everything that I have been through.