You don't need to have continuous coverage with a reason. For instance, if you were out of country or didn't have a car, they shouldn't require you the proof. If you were doing it online and got the message to send them proof of continuous coverage, you may want to give a call to the customer service. If you did talk to the insurance agent or the customer service, you may have to speak little louder and tell them, "I didn't have the car during those three months. I can provide you insurance info before that period."