The HMRC's MTD for VAT system has sent the message NOT_FOUND. This message suggests that the data that you are trying to connect to does not exist on MTD for VAT system.
This can occur when there is no MTD VAT returns matching the VAT registration number and VAT period for which you are retrieving the data.
Please check that your VAT number and periods your are trying to submit are correct. Please also check that you have completed the MTD for VAT registration process. Details on this can be found here.