The reason you were not able to obtain a return transcript for a 941 account is that the IRS does not currently have Return Transcripts available for any form other than Form 1120. This means that for Form 941, which is used for reporting employment taxes, the IRS does not provide return transcripts. Instead, you may be able to obtain an Account Transcript, which covers a single tax year and may not show the most recent penalties, interest, changes, or pending actions.
Sources:
Instructions for Form 941 (03/2023)
Publication 15 (2024)
Publication 910