Don't fret! Call the insurance company back and explain that prior to this last visit to the doctor, your husband was active duty military/Navy and that THEY'LL need to get his records from his last duty station.
This is not the first time they've had this happen with a customer, and remember, you are the customer! It's just easier to deny the claim (and cause you stress) instead of helping you help them...
Your husband had to have a physical or as they are called, "medical" upon discharge, so there's a record on him out there, SOMEWHERE.
If you're truly at a loss ask your husband to contact your local veteran's affairs office - Or, he can phone the hospital/clinic where he was last seen at his last duty station. With his name, last rank and SSN you'll find records.
It's not hopeless.
Hang in there!