Have a look at the
Form Set O it tells you what you need to supply to support your application. For WP it does not say that you have to have all P60s,infact it does not even ask for any P60s at all. So if you dont have them dont worry about it and supply alternatives, eg payslips from that period, getting a letter or something from HMRC as already suggested, confirmation from your employer that you have been working there through out.
Also if browse this forum you will find a lot of successful applicants who only supplied the last 3 pay slips when applying via WP route.