I'm convinced FENSA is a racket!
I lost/never received a certificate for my previous house. The windows were registered with FENSA, but I didn't have the certificate for one replacement, but did for another.
I included a screenshot from the FENSA site for the missing certificate. The buyers solicitor pushed for a copy, however, my solicitor advised to hold fast and just say I didn't have the certificate. A copy certificate was something silly like £30, when it would have been identical to the one I already provided, but with a different number on it, as per the FENSA site. The buyers solictors kept asking whenever they got in touch about other matters, but eventually just gave up and agreed it was a non issue.
No rational person would pull out of a house purchase that is otherwise sound, which a survey also agrees is fine, because there isn't a bit of paper for a couple of the windows.
It might be a different issue if they weren't ever registered at all? Potential BC issues? You could try reporting them to FENSA?