I recently resigned from an ambulance company in June. I requested a training record from the private ambulance company, they haven''t sent it to me.

Call the state certification agency and find out what they have on file. If they don't have all your training credits on file, call your employer and ask them to forward them to the state training agency.  If the employer refuses, make the request to the employer in writing and supply a copy of it to the state training agency.  Other than than I don't know what to suggest, unless Massachusetts law provides for a specific duty on the employer's part to track and turn in the training records for its employees (in which case you may have a procedure for the state certification agency to obtain the records form the employer)..