SBA Loan Questions

[David Avetisyan]

Looking at purchasing real estate + business and I have questions regarding an SBA loan. 

The subject business has been leased out to a 3rd party and is currently being foreclosed on by the landlord. Upon foreclosure I am looking to open escrow to purchase from landlord.

I called a few community banks for an SBA loan and they claimed that tax returns were needed for the past 2 years to proceed with the loan, but with an uncooperative tenant that is being foreclosed on, I don't think that's happening.

Can someone educate me how difficult it is to purchase without tax returns, and if I have other - feasible - options I can explore to make this deal happen. 

Purchase price is 1 mil + and it would be hard to qualify for a commercial loan. 

Look forward to the responses