Warning... I'm not a lawyer...
If they went formally bankrupt, instead of just stopped trading, there will be a curator employed. You should be able to find out who that is because he or she has to register him/herself as such with what I believe in the UK is called the public house.
The curator is responsible for tying up all loose ends, settle debt and so forth. If you contact the curator I'm pretty sure he will arrange for you to receive your records without too much of a problem. After all, the records hold no monetary value for anybody. They only have value for you.
It would probably be even better if you get a bunch of students together, and offer the curator to come to the school at a certain time and sort out all the training records, put them in envelopes and mail them out, possibly after making copies for the curators records. One less headache for him, although there might be slight privacy issues with you seeing training records of others.
I don't think it would be necessary to go through the courts. There's no legal dispute that these records belong to you, and they hold no value for anybody else. The problem right now will mostly be accessing the records in the first place and then sorting them out.