I check my credit annually and get questions about loans or mortgages that I don't have. Just answer the questions honestly, even if the answer is I don't have a mortgage. It's completely normal. If you still have bank accounts or other financial things in a U.S. address, try that one. Otherwise, I can only suggest your last U.S. address?? As far as I know, there's no penalty for trying and entering the wrong info.
Just an aside, you are legally entitled to a free credit report every year from each of the three bureaus at annualcreditreport.com, the only official site to get a free credit report. Be careful of any others, they may sign you up for monthly monitoring service.