Hi,
I am not an expert but I can give you some tips,
a. I had similar problem, I called the HMRC help line and requested to send them my HMRC UTR no and they send me the next day.(Note: I tried with the first person and she said that they wouldnt do it, but I tried again with some other person and explained my position and she was kind enough to do so)
b. Go to online banking and say setup either a DD or SO(Standing order),
and pay Class 2 NIC contribution for the period you have been self-employed.
Note: Make sure you include your NI Number and HMRC NI
as references in your bank statements.
http://www.hmrc.gov.uk/payinghmrc/class2nics.htm#2
c. Call HRMC NI and pay by phone ( My point is if you can prove that you have paid some Class 2 NIC in your bank statemnt, that should be enough, in my personal opinion)
Reference from UKBA website:
If you are submitting self-employed earnings
If you are claiming points for self employed earnings made in the UK, you must provide documents to show that you are registered as self-employed and were registered as self-employed for the period when the money was earned. This is in addition to the documents required to demonstrate earnings.
You must also provide evidence that you were paying Class 2 National Insurance contributions during the period(s) of self-employment. Depending on your circumstances, you must provide:
(if you pay National Insurance by quarterly bill) the original bill - not a copy - from the quarter immediately before your application; or
(if you pay National Insurance by direct debit) a copy of your most recent bank statement issued before the application, showing the direct debit payment of National Insurance to HM Revenue & Customs; or
(if you have low earnings) an original small earnings exception certificate issued by HM Revenue & Customs for the most recent return date; or
(if you have recently registered as self-employed, and do not have any of the evidence above yet) your original welcome letter from HM Revenue & Customs, containing your unique taxpayer reference number.