Whenever an FTO goes out of business their training records must be sent to the CAA for safe keeping.
So the SFT records should have gone to the CAA.
Whatever gave you that idea? JAR-FCL requires that training records are kept for 5 years. There is no requirement for records to be lodged with the approving authority. The chances are that all SFT's records, particularly from 10 years ago, are currently in a landfill or have been incinerated.