They need official documentation from a pension authority or pension company. I suppose a W2 tax form is official documentation but I'm not sure if they want an actual letter stating my pension entitlement and amount .
yes you need a letter confirming pension award as well as a bank statement showing a recent payment of it.
you were correctly referred to the guidance above.
w2 is good to enclose but it will not solve the problem.
You make more than £18600 pa in state pension?? state pension? not private? thats quite a lot of pension -- sorry not judging just surprised. i didnt realise US has such as generous pension system) people i saw with such pensions usually have them through private schemes not the state